Causality detection on US mutual fund movements using evolutionary subset time-series.
Tim J. BrailsfordT. J. O'NeillJonathan PenmPublished in: Int. J. Serv. Stand. (2006)
Keyphrases
- detection algorithm
- genetic algorithm
- automatic detection
- multivariate time series
- false positives
- detection rate
- object detection
- detection method
- detection accuracy
- anomaly detection
- long term
- learning algorithm
- non stationary
- data sets
- computational intelligence
- evolutionary computation
- moving objects
- false alarms
- data structure
- target detection
- causal relations
- granger causality