In this paper we describe the functional features and the architecture of a tool implementing the Stocks-Carrington framework (TTF) for model based testing (MBT). The resulting pro...
The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In ...
Companies trading stocks need to store information on stock prices over specific time intervals, which results in very large databases. Large quantities of numerical data (thousan...
Carmen Sanz Merino, Mike Sips, Daniel A. Keim, Chr...
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...
Abstract We address the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. We follow a two-step methodology: first we iden...