Results 251 to 260 of about 21,055,376 (292)

Visual signatures for financial time series

Proceedings of the 2011 Visual Information Communication - International Symposium, 2011
Information visualization techniques have been applied to many research fields in recent years. This paper introduces the concept of visual signature for financial time series. Unlike other information visualization, visual signatures are designed to more proactively reveal visual patterns of market data. Previous research on visualizing financial time
Su Te Lei, Kang Zhang 0001
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Pattern recognition and financial time‐series

Intelligent Systems in Accounting, Finance and Management, 2006
AbstractThis paper investigates financial time‐series from the perspective of a practitioner in artificial intelligence methods and pattern recognition. It presents results from statistical experiments which suggest that financial markets operate with a measure of inefficiency and predictability.
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MODELING MEMORY OF ECONOMIC AND FINANCIAL TIME SERIES [PDF]

The Singapore Economic Review, 2005
Much time series data are recorded on economic and financial variables. Statistical modeling of such data is now very well developed, and has applications in forecasting. We review a variety of statistical models from the viewpoint of "memory", or strength of dependence across time, which is a helpful discriminator between different phenomena of ...
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Distribution switching in financial time series

Mathematics and Computers in Simulation, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Genetic Programming for Financial Time Series Prediction

2001
This paper describes an application of genetic programming to forecasting financial markets that allowed the authors to rank first in a competition organized within the CEC2000 on "Dow Jones Prediction". The approach is substantially driven by the rules of that competition, and is characterized by individuals being made up of multiple GP expressions ...
M. SANTINI, A. TETTAMANZI
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Modelling Financial Time Series

2007
Financial time series, in general, exhibit average behaviour at “long” time scales and stochastic behaviour at ‘short” time scales. As in statistical physics, the two have to be modelled using different approaches — deterministic for trends and probabilistic for fluctuations about the trend.
P. Manimaran, J. C. Parikh, P. K. Panigrahi, S. Basu, C. M. Kishtawal, M. B. Porecha   +5 more
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Clustering of financial time series

Physica A: Statistical Mechanics and its Applications, 2013
Abstract This paper addresses the topic of classifying financial time series in a fuzzy framework proposing two fuzzy clustering models both based on GARCH models. In general clustering of financial time series, due to their peculiar features, needs the definition of suitable distance measures.
D'URSO, Pierpaolo, Carmela Cappelli, Dario Di Lallo, MASSARI, Riccardo   +3 more
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Financial Time Series Models

2010
This section deals with financial time series analysis. The statistical properties of asset and return time series are inuenced by the media (daily news on the radio, television and newspapers) that informs us about the latest changes in stock prices, interest rates and exchange rates.
Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera   +2 more
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Adventures in Financial Time Series

SSRN Electronic Journal, 2019
In this article we examine some macroeconomic data over the last several decades, and see if we can we can find anything interesting. In particular, we investigate how macroeconomic data affect equity prices.
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Evolution of Financial Time Series Clusters.

2019
Nowadays, a huge amount of applications exist that natively adopt a data-streaming model to represent highly dynamic phenomena. A challenging application is constituted by data from the stock market, where the stock prices are naturally modeled as data streams that fluctuate very much and remain meaningful only for short amounts of time.
Azzalini D., Azzalini F., Mazuran M., Tanca L.   +3 more
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