Stephan M. Winkler, Gabriel Kronberger, Michael Kommenda, Stefan Fink, Michael Affenzeller. Dynamics of Predictability and Variable Influences Identified in Financial Data Using Sliding Window Machine Learning. In Roberto Moreno-Díaz, Franz Pichler, Alexis Quesada-Arencibia, editors, Computer Aided Systems Theory - EUROCAST 2015 - 15th International Conference, Las Palmas de Gran Canaria, Spain, February 8-13, 2015, Revised Selected Papers. Volume 9520 of Lecture Notes in Computer Science, pages 326-333, Springer, 2015. [doi]
Abstract is missing.