Sciweavers

725 search results - page 5 / 145
» Intelligent Techniques in Stock Analysis
Sort
View
ICFEM
2009
Springer
14 years 2 months ago
Implementing and Applying the Stocks-Carrington Framework for Model-Based Testing
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...
Maximiliano Cristiá, Pablo Rodríguez...
ESWA
2010
118views more  ESWA 2010»
13 years 6 months ago
Integrating independent component analysis-based denoising scheme with neural network for stock price prediction
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 ...
Chi-Jie Lu
AVI
2006
13 years 9 months ago
Task-at-hand interface for change detection in stock market data
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...
ICDE
2006
IEEE
169views Database» more  ICDE 2006»
14 years 1 months ago
Unsupervised Outlier Detection in Time Series Data
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...
Zakia Ferdousi, Akira Maeda
DATAMINE
2008
219views more  DATAMINE 2008»
13 years 7 months ago
Correlating burst events on streaming stock market data
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...
Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Phil...