Zobrazeno 1 - 10
of 61
pro vyhledávání: '"E B, Otero"'
Publikováno v:
IEEE Access, Vol 9, Pp 127278-127292 (2021)
Feature selection is a widespread preprocessing step in the data mining field. One of its purposes is to reduce the number of original dataset features to improve a predictive model’s performance. Despite the benefits of feature selection for the c
Externí odkaz:
https://doaj.org/article/89ea2c2b2e894bb0b1b945ee7a76804a
Publikováno v:
International Journal of Intelligent Systems. 36:7609-7640
The majority of forecasting methods use a physical time scale for studying price fluctuations of financial markets. Using physical time scales can make companies oblivious to significant activities in the market as the flow of time is discontinuous,
Autor:
Ayah Helal, Fernando E. B. Otero
Data stream mining has recently emerged in response to the rapidly increasing continuous data generation. While the majority of Ant Colony Optimisation (ACO) rule induction algorithms have proved to be successful in producing both accurate and compre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::56cf48f58577757b67a94cbf2f0df723
https://kar.kent.ac.uk/92827/1/Helal-INT2022_preprint.pdf
https://kar.kent.ac.uk/92827/1/Helal-INT2022_preprint.pdf
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030910990
One of the key elements for businesses to succeed is to get to know their customers. Traditionally this task has been performed through user studies, however, over the last few years clickstream analysis has been proposed as a potential way of conduc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d3efe29aef4b080a852c39a6905ad654
https://kar.kent.ac.uk/91697/1/Misra_SGAI2021_preprint.pdf
https://kar.kent.ac.uk/91697/1/Misra_SGAI2021_preprint.pdf
Autor:
Fernando E. B. Otero, Ismail Mohamed
Publikováno v:
Studies in Computational Intelligence ISBN: 9783030705930
Market timing, one of the core challenges to design successful trading strategies, is concerned with deciding when to buy or sell an asset of interest on a financial market. Market timing strategies can be built by using a collection of components or
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d8d3234b2fa305a1d06d8d1bb286f64
Autor:
Valeria de Carvalho Santos, Fernando E. B. Otero, Fernando Santos Osório, Colin G. Johnson, Claudio Fabiano Motta Toledo
Publikováno v:
GECCO
In the path planning task for autonomous mobile robots, robots should be able to plan their trajectory to leave the start position and reach the goal, safely. There are several path planning approaches for mobile robots in the literature. Ant Colony
Autor:
Ismail Mohamed, Fernando E. B. Otero
Publikováno v:
GECCO
The introduction of electronic exchanges was a crucial point in history as it heralded the arrival of algorithmic trading. Designers of such systems face a number of issues, one of which is deciding when to buy or sell a given security on a financial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36136a25ccf824e78029efaa479bb80b
https://kar.kent.ac.uk/81041/1/Mohamed-GECCO2020_preprint.pdf
https://kar.kent.ac.uk/81041/1/Mohamed-GECCO2020_preprint.pdf
Publikováno v:
Expert Systems with Applications. 73:145-160
The majority of forecasting methods use a physical time scale for studying price fluctuations of financial markets, making the flow of physical time discontinuous. Therefore, using a physical time scale may expose companies to risks, due to ignorance
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030348847
SGAI Conf.
SGAI Conf.
Longitudinal datasets contain repeated measurements of the same variables at different points in time, which can be used by researchers to discover useful knowledge based on the changes of the data over time. Monotonic relations often occur in real-w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::72ada04767ab35f8ef06bf3613fa8ddb
https://kar.kent.ac.uk/77372/1/ovchinnik-AI-2019_preprint.pdf
https://kar.kent.ac.uk/77372/1/ovchinnik-AI-2019_preprint.pdf
Autor:
Fernando E. B. Otero, Ismail Mohamed
Publikováno v:
IJCCI
Market Timing is the capacity of deciding when to buy or sell a given asset on a financial market. Market Timing strategies are usually composed of components that process market context and return a recommendation whether to buy or sell. The main is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e57d85d0e7dfb22e39d11a14fb3de964
https://kar.kent.ac.uk/77371/11/ECTA_2019_13.pdf
https://kar.kent.ac.uk/77371/11/ECTA_2019_13.pdf