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Time-varying classifiers, namely, evolving classifiers, play an important role in a scenario in which information is available as a never-ending online data stream. We present a new unsupervised learning method for numerical data called…

Artificial Intelligence · Computer Science 2020-03-30 Charles Aguiar , Daniel Leite

Mixed Integer Optimization has been a topic of active research in past decades. It has been used to solve Statistical problems of classification and regression involving massive data. However, there is an inherent degree of vagueness…

Artificial Intelligence · Computer Science 2015-03-17 Arindam Chaudhuri , Dipak Chatterjee

As the complexity and dynamism of financial markets continue to grow, traditional financial risk prediction methods increasingly struggle to handle large datasets and intricate behavior patterns. This paper explores the feasibility and…

Machine Learning · Computer Science 2024-12-24 Haowei Yang , Zhan Cheng , Zhaoyang Zhang , Yuanshuai Luo , Shuaishuai Huang , Ao Xiang

We consider the viability of a modularised mechanistic online machine learning framework to learn signals in low-frequency financial time series data. The framework is proved on daily sampled closing time-series data from JSE equity…

Statistical Finance · Quantitative Finance 2021-01-11 Joel da Costa , Tim Gebbie

Financial institutions increasingly require scalable tools to analyse complex transactional networks, yet traditional graph embedding methods struggle with dynamic, real-world banking data. This paper demonstrates the practical application…

Machine Learning · Computer Science 2025-09-17 Mihir Tare , Clemens Rattasits , Yiming Wu , Euan Wielewski

An architecture of a new neuro-fuzzy system is proposed. The basic idea of this approach is to tune both synaptic weights and membership functions with the help of the supervised learning and self-learning paradigms. The approach to solving…

Artificial Intelligence · Computer Science 2016-10-21 Yevgeniy V. Bodyanskiy , Oleksii K. Tyshchenko , Anastasiia O. Deineko

This paper describes application of information granulation theory, on the design of rock engineering flowcharts. Firstly, an overall flowchart, based on information granulation theory has been highlighted. Information granulation theory,…

Artificial Intelligence · Computer Science 2014-07-29 H. Owladeghaffari

High utility itemset mining approaches discover hidden patterns from large amounts of temporal data. However, an inescapable problem of high utility itemset mining is that its discovered results hide the quantities of patterns, which causes…

Databases · Computer Science 2022-08-29 Shicheng Wan , Zhenqiang Ye , Wensheng Gan , Jiahui Chen

Federated learning is an emerging machine learning approach that allows the construction of a model between several participants who hold their own private data. This method is secure and privacy-preserving, suitable for training a machine…

Machine Learning · Computer Science 2024-04-26 Jose L. Salmeron , Irina Arévalo

A new approach to data stream clustering with the help of an ensemble of adaptive neuro-fuzzy systems is proposed. The proposed ensemble is formed with adaptive neuro-fuzzy self-organizing Kohonen maps in a parallel processing mode. A final…

Artificial Intelligence · Computer Science 2016-10-21 Zhengbing Hu , Yevgeniy V. Bodyanskiy , Oleksii K. Tyshchenko , Olena O. Boiko

GPU-accelerated Self-Organizing Map (SOM) implementations are among the most competitive options for large-scale SOM analysis, but growing dataset sizes increasingly challenge their practical use because workloads no longer fit cleanly…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-30 Tony Xu , Sarah Klamt , Katherine Turner , Anne Brustle , Felix Marsh-Wakefield , Givanna Putri

We propose a new financial model, the stochastic volatility model with sticky drawdown and drawup processes (SVSDU model), which enables us to capture the features of winning and losing streaks that are common across financial markets but…

Mathematical Finance · Quantitative Finance 2025-03-20 Yuhao Liu , Pingping Jiang , Gongqiu Zhang

Learning mappings between functional spaces, also known as function-on-function regression, is a fundamental problem in functional data analysis with broad applications, including spatiotemporal forecasting, curve prediction, and climate…

Machine Learning · Computer Science 2026-04-07 Matthew Lowery , Zhitong Xu , Da Long , Keyan Chen , Daniel S. Johnson , Yang Bai , Varun Shankar , Shandian Zhe

General fuzzy min-max neural network (GFMMNN) is one of the efficient neuro-fuzzy systems for data classification. However, one of the downsides of its original learning algorithms is the inability to handle and learn from the…

Machine Learning · Computer Science 2020-10-01 Thanh Tung Khuat , Bogdan Gabrys

Financial markets are complex systems characterized by high statistical noise, nonlinearity, volatility, and constant evolution. Thus, modeling them is extremely hard. Here, we address the task of generating realistic and responsive Limit…

Trading and Market Microstructure · Quantitative Finance 2025-11-21 Leonardo Berti , Bardh Prenkaj , Paola Velardi

In artificial intelligence (AI), especially deep learning, data diversity and volume play a pivotal role in model development. However, training a robust deep learning model often faces challenges due to data privacy, regulations, and the…

Computer Vision and Pattern Recognition · Computer Science 2024-03-15 Xiao Chen , Shunan Zhang , Eric Z. Chen , Yikang Liu , Lin Zhao , Terrence Chen , Shanhui Sun

To optimize telecom service management, it is necessary that information about telecom services is highly related to the most popular telecom service. To this end, we propose an algorithm for mining target-oriented fuzzy correlation rules.…

Databases · Computer Science 2011-03-02 Hao-En Chueh

Numerous learning methods for fuzzy cognitive maps (FCMs), such as the Hebbian-based and the population-based learning methods, have been developed for modeling and simulating dynamic systems. However, these methods are faced with several…

Machine Learning · Computer Science 2019-08-23 Guoliang Feng , Wei Lu , Witold Pedrycz , Jianhua Yang , Xiaodong Liu

The paper focuses on mining patterns that are characterized by a fuzzy lagged relationship between the data objects forming them. Such a regulatory mechanism is quite common in real life settings. It appears in a variety of fields: finance,…

Artificial Intelligence · Computer Science 2014-05-16 Eran Shaham , David Sarne , Boaz Ben-Moshe

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo
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