Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...
The main purpose of this paper is to compare the support vector machine (SVM) developed by Vapnik with other techniques such as Backpropagation and Radial Basis Function (RBF) Net...
Due to the fast delivery of news articles by news providers on the Internet and/or via news datafeeds, it becomes an important research issue of predicting the risk of stocks by u...
Qi Pan, Hong Cheng, Di Wu, Jeffrey Xu Yu, Yiping K...
Subsequence similarity matching in time series databases is an important research area for many applications. This paper presents a new approximate approach for automatic online s...
Classification has been commonly used in many data mining projects in the financial service industry. For instance, to predict collectability of accounts receivable, a binary clas...