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INFOCOM
2010
IEEE
13 years 6 months ago
A Secondary Market for Spectrum
—Dynamic spectrum trading amongst small cognitive users is fundamentally different along two axes: temporal variation, and spatial variation of user demand and channel condition....
Hong Xu, Jin Jin, Baochun Li
ICDE
2006
IEEE
169views Database» more  ICDE 2006»
14 years 1 months ago
Unsupervised Outlier Detection in Time Series Data
Fraud detection is of great importance to financial institutions. This paper is concerned with the problem of finding outliers in time series financial data using Peer Group Analy...
Zakia Ferdousi, Akira Maeda
COMPLEX
2009
Springer
14 years 2 months ago
Return Intervals Approach to Financial Fluctuations
Financial fluctuations play a key role for financial markets studies. A new approach focusing on properties of return intervals can help to get better understanding of the fluct...
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin, H....
ESWA
2002
177views more  ESWA 2002»
13 years 7 months ago
Expert systems in finance - a cross-section of the field
- This paper surveys a number of well-known expert systems in the domain of finance. The idea is to illustrate the span of typical expert systems in finance and to provide an insig...
Ljubica Nedovic, Vladan Devedzic
DATAMINE
2007
97views more  DATAMINE 2007»
13 years 7 months ago
Mining for trigger events with survival analysis
This paper discusses a new application of data mining, quantifying the importance of responding to trigger events with reactive contacts. Trigger events happen during a customer’...
Edward C. Malthouse