Probabilistic reasoning in intelligent systems: networks of plausible inference
Probabilistic reasoning in intelligent systems: networks of plausible inference
Data mining in finance: advances in relational and hybrid methods
Data mining in finance: advances in relational and hybrid methods
Landmarks: A New Model for Similarity-Based Pattern Querying in Time Series Databases
ICDE '00 Proceedings of the 16th International Conference on Data Engineering
Intelligent stock trading system by turning point confirming and probabilistic reasoning
Expert Systems with Applications: An International Journal
Discriminative training of Markov logic networks
AAAI'05 Proceedings of the 20th national conference on Artificial intelligence - Volume 2
A review on time series data mining
Engineering Applications of Artificial Intelligence
Bayesian forecaster using class-based optimization
Applied Intelligence
Stock market co-movement assessment using a three-phase clustering method
Expert Systems with Applications: An International Journal
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Traditional financial analysis systems utilize low-level price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price data as the training set for classifications or rule inductions. However, the financial market is a complex and dynamic system with noisy, non-stationary and chaotic data series. Raw price data are too random to characterize determinants in the market, preventing us from reliable predictions. On the other hand, high-level representation models which represent data on the basis of human knowledge of the problem domain can reduce the randomness in the raw data. In this paper, we present a high-level representation model easy to translate from low-level data into the machine representation. It is a generalized model in that it can accommodate multiple financial analytical techniques and intelligent trading systems. To demonstrate this, we further combine the representation with a probabilistic model for automatic stock trades and provide promising results.