Flexible least squares for temporal data mining and statistical arbitrage
نویسندگان
چکیده
منابع مشابه
Flexible least squares for temporal data mining and statistical arbitrage
A number of recent emerging applications call for studying data streams, potentially infinite flows of information updated in real-time. When multiple co-evolving data streams are observed, an important task is to determine how these streams depend on each other, accounting for dynamic dependence patterns without imposing any restrictive probabilistic law governing this dependence. In this pape...
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ژورنال
عنوان ژورنال: Expert Systems with Applications
سال: 2009
ISSN: 0957-4174
DOI: 10.1016/j.eswa.2008.01.062