A sequential predictor retraining algorithm and its application to market prediction

DOI10.1007/S10479-013-1396-2zbMath1291.68314OpenAlexW1968659298MaRDI QIDQ378742

Haipeng Zheng, Sanjeev R. Kulkarni, H. Vincent Poor

Publication date: 12 November 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-013-1396-2

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80) Online algorithms; streaming algorithms (68W27)

Related Items (1)

Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help?

Uses Software

• UCI-ml

Cites Work

• Attribute-Distributed Learning: Models, Limits, and Algorithms
• Distributed multivariate regression using wavelet-based collective data mining

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