Time series data poses a significant variation to the traditional segmentation techniques of data mining because the observation is derived from multiple instances of the same und...
— There are several types of processes which can be modeled explicitly by recording the interactions between a set of actors over time. In such applications, a common objective i...
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, ...
In this paper, a pattern-based stock data mining approach which transforms the numeric stock data to symbolic sequences, carries out sequential and non-sequential association analy...
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...