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AUSDM
2007
Springer
104views Data Mining» more  AUSDM 2007»
13 years 11 months ago
Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets
This paper investigates the use of influence from foreign stock markets (intermarket influence) to predict the trading signals, buy, hold and sell, of the of a given stock market....
Chandima Tilakaratne, Musa A. Mammadov, Sidney A. ...
IJCNN
2007
IEEE
14 years 1 months ago
Neural Network Ensembles for Time Series Prediction
— Rapidly evolving businesses generate massive amounts of time-stamped data sequences and defy a demand for massively multivariate time series analysis. For such data the predict...
Dymitr Ruta, Bogdan Gabrys
EAAI
2007
117views more  EAAI 2007»
13 years 7 months ago
Design and implementation of NN5 for Hong Kong stock price forecasting
A number of published techniques have emerged in the trading community for stock prediction tasks. Among them is neural network (NN). In this paper, the theoretical background of ...
Philip M. Tsang, Paul Kwok, Steven O. Choy, Reggie...
LWA
2008
13 years 9 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...
IDA
2008
Springer
13 years 7 months ago
Symbolic methodology for numeric data mining
Currently statistical and artificial neural network methods dominate in data mining applications. Alternative relational (symbolic) data mining methods have shown their effectivene...
Boris Kovalerchuk, Evgenii Vityaev