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. ...
— 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...
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...
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...
Currently statistical and artificial neural network methods dominate in data mining applications. Alternative relational (symbolic) data mining methods have shown their effectivene...