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» Data Compression Techniques for Stock Market Prediction
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ICANN
2001
Springer
15 years 2 months ago
The Importance of Representing Cognitive Processes in Multi-agent Models
We distinguish between two main types of model: predictive and explanatory. It is argued (in the absence of models that predict on unseen data) that in order for a model to increas...
Bruce Edmonds, Scott Moss
LWA
2008
14 years 11 months ago
Towards Burst Detection for Non-Stationary Stream Data
Detecting bursts in data streams is an important and challenging task, especially in stock market, traffic control or sensor network streams. Burst detection means the identificat...
Daniel Klan, Marcel Karnstedt, Christian Pöli...
ACAL
2007
Springer
15 years 4 months ago
In-Formation Flocking: An Approach to Data Visualization Using Multi-agent Formation Behavior
This paper presents in-formation flocking, a novel information visualization technique that extends the original information flocking concept with dynamic and data-driven visual fo...
Andrew Vande Moere, Andrea Lau
VLDB
2007
ACM
161views Database» more  VLDB 2007»
15 years 10 months ago
Proof-Infused Streams: Enabling Authentication of Sliding Window Queries On Streams
As computer systems are essential components of many critical commercial services, the need for secure online transactions is now becoming evident. The demand for such application...
Feifei Li, Ke Yi, Marios Hadjieleftheriou, George ...
ASPLOS
1996
ACM
15 years 2 months ago
Analysis of Branch Prediction Via Data Compression
Branch prediction is an important mechanism in modern microprocessor design. The focus of research in this area has been on designing new branch prediction schemes. In contrast, v...
I-Cheng K. Chen, John T. Coffey, Trevor N. Mudge