A sequential predictor retraining algorithm and its application to market prediction

DOI10.1007/S10479-013-1396-2MaRDI QIDQ378742zbMATH OpenOpenAlexFDO

Authors 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) Online algorithms; streaming algorithms (68W27) Financial applications of other theories (91G80)

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Cites work

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

Cited in

(1)

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

Describes a project that uses

Uses Software

• UCI

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