Inclusion of domain knowledge in a process of knowledge discovery in databases is a complex but very important part of successful knowledge discovery solutions. In real-life data m...
Standard financial techniques neglect extreme situations and regards large market shifts as too unlikely to matter. Such approach accounts for what occurs most of the time in the ...
Antoaneta Serguieva, John Hunter, Tatiana Kalganov...
Management and analysis of streaming data has become crucial with its applications in web, sensor data, network traffic data, and stock market. Data streams consist of mostly nume...
Abstract. Consider the online regression problem where the dependence of the outcome yt on the signal xt changes with time. Standard regression techniques, like Ridge Regression, d...
— This work is motivated by the interest in finding significant movements in financial stock prices. The detection of such movements is important because these could represent...