The paper presents a pattern-oriented agent-based model to simulate the dynamics of a stock market. The model generates satisfactory market macro-level trend and volatility while t...
: This paper presents a feature selection technique based on distributional differences for efficient machine learning. Initial training data consists of data including many featur...
This paper presents rough sets generating prediction rules scheme for stock price movement. The scheme was able to extract knowledge in the form of rules from daily stock movement...
Hameed Al-Qaheri, Shariffah Zamoon, Aboul Ella Has...
Forecasting exchange rates is an important financial problem that is receiving increasing attention especially because of its difficulty and practical applications. This paper prop...