Time series data is common in many settings including scientific and financial applications. In these applications, the amount of data is often very large. We seek to support pred...
A critical success factor in Insurance business is its ability to use information sources and contained knowledge in the most effective way. Its profitability is obtained through t...
Andrea Tettamanzi, Luca Sammartino, Mikhail Simono...
Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
The mining of periodic patterns in time series databases is an interesting data mining problem that can be envisioned as a tool for forecasting and predicting the future behavior o...
Mohamed G. Elfeky, Walid G. Aref, Ahmed K. Elmagar...
— The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical...