Sciweavers

839 search results - page 6 / 168
» Application of Neural Networks in Financial Data Mining
Sort
View
TSDM
2000
151views Data Mining» more  TSDM 2000»
13 years 10 months ago
Identifying Temporal Patterns for Characterization and Prediction of Financial Time Series Events
The novel Time Series Data Mining (TSDM) framework is applied to analyzing financial time series. The TSDM framework adapts and innovates data mining concepts to analyzing time ser...
Richard J. Povinelli
WSDM
2012
ACM
325views Data Mining» more  WSDM 2012»
12 years 2 months ago
Correlating financial time series with micro-blogging activity
We study the problem of correlating micro-blogging activity with stock-market events, defined as changes in the price and traded volume of stocks. Specifically, we collect messa...
Eduardo J. Ruiz, Vagelis Hristidis, Carlos Castill...
SIGMOD
2005
ACM
135views Database» more  SIGMOD 2005»
14 years 6 months ago
Mining data streams: a review
The recent advances in hardware and software have enabled the capture of different measurements of data in a wide range of fields. These measurements are generated continuously an...
Mohamed Medhat Gaber, Arkady B. Zaslavsky, Shonali...
ICANN
2001
Springer
13 years 11 months ago
Nonlinear Adaptive Beliefs and the Dynamics of Financial Markets: The Role of the Evolutionary Fitness Measure
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
Andrea Gaunersdorfer, Cars H. Hommes