Develop method to predict the increase in the Nikkei VI index.
Hirohiko SuwaYuki OgawaEiichi UmeharaKento KakigiKeiichi YasumotoTatsuo YamashitaKota TsubouchiPublished in: IEEE BigData (2017)
Keyphrases
- detection method
- significant improvement
- preprocessing
- synthetic data
- main contribution
- clustering algorithm
- evaluation method
- optimization method
- high precision
- detection algorithm
- computational cost
- objective function
- high accuracy
- mutual information
- computationally efficient
- support vector machine
- support vector machine svm
- optimization algorithm
- probabilistic model
- clustering method
- experimental evaluation
- computational complexity
- fully automatic
- database