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]

@inproceedings{WinklerKKFA15,
  title = {Dynamics of Predictability and Variable Influences Identified in Financial Data Using Sliding Window Machine Learning},
  author = {Stephan M. Winkler and Gabriel Kronberger and Michael Kommenda and Stefan Fink and Michael Affenzeller},
  year = {2015},
  doi = {10.1007/978-3-319-27340-2_41},
  url = {http://dx.doi.org/10.1007/978-3-319-27340-2_41},
  researchr = {https://researchr.org/publication/WinklerKKFA15},
  cites = {0},
  citedby = {0},
  pages = {326-333},
  booktitle = {Computer Aided Systems Theory - EUROCAST 2015 - 15th International Conference, Las Palmas de Gran Canaria, Spain, February 8-13, 2015, Revised Selected Papers},
  editor = {Roberto Moreno-Díaz and Franz Pichler and Alexis Quesada-Arencibia},
  volume = {9520},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-319-27339-6},
}