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Zemke S. — Data Mining for Prediction. Financial Series Case
Zemke S. — Data Mining for Prediction.  Financial Series Case

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Название: Data Mining for Prediction. Financial Series Case

Автор: Zemke S.


Hard problems force innovative approaches and attention to detail, their exploration often contributing beyond the area initially attempted. This thesis investigates the data mining process resulting in a predictor for numerical series. The series experimented with come from financial data – usually hard to forecast.
One approach to prediction is to spot patterns in the past, when we already know what followed them, and to test on more recent data. If a pattern is followed by the same outcome frequently enough, we can gain confidence that it is a genuine relationship.
Because this approach does not assume any special knowledge or form of the regularities, the method is quite general – applicable to other time series, not just financial.However, the generality puts strong demands on the pattern detection – as to notice regularities in any of the many possible forms.

Язык: en

Рубрика: Экономика и финансы/

Тип: Диссертация

Статус предметного указателя: Нет и не будет

ed2k: ed2k stats

Год издания: 2001

Количество страниц: 165

Добавлена в каталог: 17.06.2006

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