— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
Kaizhu Huang, Haiqin Yang, Irwin King, Michael R. ...
We are working on a project aimed at building next generation analyst support tools that focus analysts’ attention on the most critical and novel information found within the da...
Current context-aware adaptation techniques are limited in their support for user personalisation. Complex codebases, a reliance on developer modification and an inability to auto...
ct tasks such as extraction of relational information from text [Young] [Jacobs]. We describe a method for classifying news stories using Alternative systems [Biebricher] [Lewis] u...
Adaptive resonance theory (ART)describes a class of artificial neural networkarchitectures that act as classification tools whichself-organize, workin realtime, and require no ret...
Cathie LeBlanc, Charles R. Katholi, Thomas R. Unna...