42 search results - page 5 / 9 » Input data reduction for the prediction of financial time se... |
ESWA
2006
13 years 7 months ago
2006
In this paper, I propose a genetic algorithm (GA) approach to instance selection in artificial neural networks (ANNs) for financial data mining. ANN has preeminent learning abilit...
IJCAI
1989
13 years 8 months ago
1989
A real-time AI system in the real world needs to monitor an immense volume of data. To do this, the system must filter out much of the incoming data. However, it must remain re ...
ISNN
2011
Springer
12 years 10 months ago
2011
Springer
This paper presents a new method that uses orthogonalized features for time series clustering and classification. To cluster or classify time series data, either original data or...
KDD
1998
ACM
13 years 11 months ago
1998
ACM
We predict stock markets using information containedin articles published on the Web. Mostly textual articles appearingin the leading and the most influential financial newspapers...
BMCBI
2007
13 years 7 months ago
2007
Background: Modelling of time series data should not be an approximation of input data profiles, but rather be able to detect and evaluate dynamical changes in the time series dat...