Dynamics of Predictability and Variable Influences Identified in Financial Data Using Sliding Window Machine Learning

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]

Authors

Stephan M. Winkler

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Gabriel Kronberger

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Michael Kommenda

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Stefan Fink

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Michael Affenzeller

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