dc.identifier.citation |
[1] F. Wang and Y. Xu, "What Determines Chinese Stock Returns?" Financial Analysts Journal, vol. 60, pp. 65-77, 2004. [2] S. Thawornwong and D. Enke, "The adaptive selection of financial and economic variables for use with artificial neural networks," Neurocomputing, vol. 56, pp. 205-232, 2004. [3] S. Chun and Y. Park, "Dynamic adaptive ensemble case-based reasoning: application to stock market prediction," Expert Systems with Applications, vol. 28, pp. 435-443, 2005. [4] J. O, J. Lee, J. W. Lee, and B. Zhang, "Adaptive stock trading with dynamic asset allocation using reinforcement learning," Information Sciences, vol. 176, pp. 2121-2147, 2006. [5] G. Armano, A. Murru and F. Roli, "Stock Market Prediction by a 33 Mixture of Genetic-Neural Experts," International Journal of Pattern Recognition and Artificial Intelligence, vol. 16, pp. 501-526, 2002- 08-01 2002. [6] A. Chen, W. Lin and Y. Chen, "An Intelligent Model for Stock Investment with Buffett Strategy, Classifier System, Neural Network and Linear Programming," The fourth international conference on electronic business, pp. 255-260, 2004. [7] N. Ren, M. Zargham and S. Rahimi, "A Decision Tree-Based Classification Approach To Rule Extraction For Security Analysis," International Journal of Information Technology & Decision Making, vol. 1, pp. 227-240, 2006. [8] I. Zliobaite, "Learning under Concept Drift: an Overview," CoRR, vol. abs/1010.4784, 2010. [9] S. J. Delany, P. Cunningham, A. Tsymbal, and L. Coyle, "A casebased technique for tracking concept drift in spam filtering," Knowledge-Based Systems, vol. 18, pp. 187-195, 2005. [10] H. Wang, W. Fan, P. S. Yu, and J. Han, "Mining concept-drifting data streams using ensemble classifiers," in Proceedings of the ninth ACM SIGKDD international conference on Knowledge discovery and data mining, Washington, D.C., 2003, pp. 226-235. |
en_US |