Distribution based data filtering for financial time series forecasting

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 7106 LNAI, Issue , 2011, Pages 122-131

  Ristanoski, Goce ^a   Bailey, James ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

distribution change; regression; Time series classification

Indexed keywords

DATA FILTERING; DATA PREPROCESSING; DATA SAMPLE; DISTRIBUTION CHANGE; FINANCIAL TIME SERIES; FINANCIAL TIME SERIES FORECASTING; FORECASTING TECHNIQUES; PREDICTION ACCURACY; REGRESSION; REGRESSION ALGORITHMS; STOCK MARKET PRICES; TIME SERIES CLASSIFICATION; TRAINING DATASET; VERY HIGH FREQUENCY;

ARTIFICIAL INTELLIGENCE; DATA HANDLING; FORECASTING; TIME SERIES;

FINANCIAL DATA PROCESSING;

EID: 83755174013     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-25832-9_13     Document Type: Conference Paper

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