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» Time Series Forecasting by means of Evolutionary Algorithms
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PVLDB
2008
138views more  PVLDB 2008»
13 years 7 months ago
A skip-list approach for efficiently processing forecasting queries
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...
Tingjian Ge, Stanley B. Zdonik
GECCO
2004
Springer
119views Optimization» more  GECCO 2004»
14 years 1 months ago
Learning Environment for Life Time Value Calculation of Customers in Insurance Domain
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...
CORR
2007
Springer
147views Education» more  CORR 2007»
13 years 7 months ago
Identifying Small Mean Reverting Portfolios
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...
Alexandre d'Aspremont
EDBT
2004
ACM
110views Database» more  EDBT 2004»
14 years 7 months ago
Using Convolution to Mine Obscure Periodic Patterns in One Pass
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...
CORR
2011
Springer
189views Education» more  CORR 2011»
13 years 2 months ago
Volatility made observable at last
— 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...
Michel Fliess, Cédric Join, Fréd&eac...