Financial Data Representation and Similarity Model

Statistical Self - Similarity in Time Series from Financial Data & Chaotic

Panpan Zhang In this paper, I am going to introduce statistical self-similarity for discrete time series. My thesis is divided into three parts: In the first part, I will give a mathematical definition of self-similarity and detect the main properties of self-similar processes. At the end of this part, fractional Brownian motion(fBm) will be used as an example to check these properties. In the ...

A Model-Driven Solution for Financial Data Representation Expressed in FIXML

In this paper, we propose a solution based upon Umple for data transformation of Financial Information eXchange protocol (FIXML). The proposed solution includes syntactic and semantic analysis and automatic code generation. We discuss our solution based on development effort, modularity, complexity, accuracy, fault tolerance, and execution time factors. We have applied our technique to a set of...

Financial Big Data Analysis by Sparse Representation Classifiers

Financial big data analysis has recently become a popular research field. Kernel machines (such as support vector machines, SVM) have demonstrated good performance in many areas of pattern recognition. However, the representation of traditional kernel machines is not sparse. A sparse model representation in machine learning is expected to improve the generalization performance and computational...

Transformation and Representation in Similarity

Objective Similarity and Mental Representation

The claim that similarity plays a role in representation has been philosophically discredited. Psychologists, however, routinely analyze the success of mental representations for guiding behavior in terms of a similarity between representation and the world. I provide a foundation for this practice by developing a philosophically responsible account of the relationship between similarity and re...