WSDM
2012
ACM
12 years 8 months ago
2012
ACM
We study the problem of correlating micro-blogging activity with stock-market events, defined as changes in the price and traded volume of stocks. Specifically, we collect messa...
KES
2010
Springer
13 years 11 months ago
2010
Springer
Evolving Takagi Sugeno (eTS) models are optimised for use in applications with high sampling rates. This mode of use produces excellent prediction results very quickly and with lo...
CSDA
2007
14 years 12 days ago
2007
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
CSSC
2010
14 years 16 days ago
2010
Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson ...
TSDM
2000
14 years 4 months ago
2000
The novel Time Series Data Mining (TSDM) framework is applied to analyzing financial time series. The TSDM framework adapts and innovates data mining concepts to analyzing time ser...
AUSAI
2006
Springer
14 years 4 months ago
2006
Springer
A novel type of higher order pipelined neural network, the polynomial pipelined neural network, is presented. The network is constructed from a number of higher order neural networ...