The paper presents the application of several process control-related methods to the monitoring and control of data quality in financial databases. The quality control process itself can be seen as a classical control loop. Measurement of the data quality is conducted via application of quality tests, which exploit data redundancy defined by meta-information or extracted from data by statistica...

DATA MINING IN FINANCE presents a comprehensive overview of major algorithmic approaches to predictive data mining, including statistical, neural networks, rule-based, decision-tree, and fuzzy-logic methods, and then examines the suitability of these approaches to financial data mining. The book focuses specifically on relational data mining (RDM), which is a learning method able to learn more ...

due to the nature of the sediment data, selection of appropriate methods for processing the data before entering them to the artificial intelligence models can enhance the reliability of simulations results. in this study, the effects of sediment data processing procedures on ann and anfis models outputs in 7 dez basin stations were evaluated. accordingly, three scenarios were considered: in th...

We examine the determinants of financial development in Asia and the Pacific from 1995 to 2011. To do so, we apply the dynamic generalized method of moments to a panel data set of 26 economies in the region. We find that better governance and institutional quality foster financial development in developing economies while economic growth and trade openness are key determinants of financial dept...

The paper presents the research results related to the use of large utility-managed customer datasets for identifying customer trends and variations that may provide insights to the potential for energy efficiency opportunities. The emphasis is residential customers although the results can be applied to other sectors and building types. An approach to guide the statistical analysis and researc...

Consider a general bivariate Lévy-driven risk model. The surplus process Y , starting with Y0 = x > 0, evolves according to dYt = Yt−dRt − dPt for t > 0, where P and R are two independent Lévy processes representing, respectively, a loss process in a world without economic factors and a process describing return on investments in real terms. Motivated by a conjecture of Paulsen, we study the fi...

This paper seeks to analyse the major determinants of differences in the domestic savings ratio between countries using panel data for 62 countries over the period 1967-1995. A basic distinction is made between the determinants of the capacity to save and the willingness to save. The capacity to save depends primarily on the level of per capita income (but non-linearly) and the growth of income...

Assume there exists information in past data that relates to future trends. This is the case with our physical world. It allows physics models to predict exactly how fast an apple will fall. With historical data in the physical world, such as the apple has been 8m above the surface for a long time and that the apple's stem breaks at t = 0, it is possible to predict where the apple will be in th...

In recent years, graphics processing units have made parallel processing affordable with the price of personal desktop computers. This report investigates the computational aspects of calculating simple moving average and exponential moving average operations, two of the most popular financial indicators. In this report, we also investigate the usage of GPU to run artificial neural network as a...