Identifying Temporal Patterns for Characterization and Prediction of Financial Time Series Events

Richard J. Povinelli. Identifying Temporal Patterns for Characterization and Prediction of Financial Time Series Events. In John F. Roddick, Kathleen Hornsby, editors, Temporal, Spatial, and Spatio-Temporal Data Mining, First International Workshop TSDM 2000 Lyon, France, September 12, 2000, Revised Papers. Volume 2007 of Lecture Notes in Computer Science, pages 46-61, Springer, 2000. [doi]

Abstract

Abstract is missing.

  翻译: