Stock reduction for timed event graphs based on output feedback.
Xavier David-HenrietThomas BrunschJörg RaischLaurent HardouinPublished in: WODES (2012)
Keyphrases
- event detection
- reduction method
- stock market
- temporal events
- petri net
- feedback loop
- graph matching
- bipartite graph
- event driven
- graph representation
- stock price
- user feedback
- news articles
- markov chain
- subgraph isomorphism
- graph mining
- series parallel
- stock trading
- graph clustering
- graph theoretic
- data sets
- temporal patterns
- directed graph
- feature space