Matches in SemOpenAlex for { <https://semopenalex.org/work/W4298446337> ?p ?o ?g. }
Showing items 1 to 68 of
68
with 100 items per page.
- W4298446337 abstract "Financial markets are notoriously complex environments, presenting vast amounts of noisy, yet potentially informative data. We consider the problem of forecasting financial time series from a wide range of information sources using online Gaussian Processes with Automatic Relevance Determination (ARD) kernels. We measure the performance gain, quantified in terms of Normalised Root Mean Square Error (NRMSE), Median Absolute Deviation (MAD) and Pearson correlation, from fusing each of four separate data domains: time series technicals, sentiment analysis, options market data and broker recommendations. We show evidence that ARD kernels produce meaningful feature rankings that help retain salient inputs and reduce input dimensionality, providing a framework for sifting through financial complexity. We measure the performance gain from fusing each domain's heterogeneous data streams into a single probabilistic model. In particular our findings highlight the critical value of options data in mapping out the curvature of price space and inspire an intuitive, novel direction for research in financial prediction." @default.
- W4298446337 created "2022-10-02" @default.
- W4298446337 creator A5058617210 @default.
- W4298446337 creator A5076383896 @default.
- W4298446337 date "2016-03-20" @default.
- W4298446337 modified "2023-10-16" @default.
- W4298446337 title "Extracting Predictive Information from Heterogeneous Data Streams using Gaussian Processes" @default.
- W4298446337 doi "https://doi.org/10.48550/arxiv.1603.06202" @default.
- W4298446337 hasPublicationYear "2016" @default.
- W4298446337 type Work @default.
- W4298446337 citedByCount "0" @default.
- W4298446337 crossrefType "posted-content" @default.
- W4298446337 hasAuthorship W4298446337A5058617210 @default.
- W4298446337 hasAuthorship W4298446337A5076383896 @default.
- W4298446337 hasBestOaLocation W42984463371 @default.
- W4298446337 hasConcept C119857082 @default.
- W4298446337 hasConcept C121332964 @default.
- W4298446337 hasConcept C124101348 @default.
- W4298446337 hasConcept C151406439 @default.
- W4298446337 hasConcept C154945302 @default.
- W4298446337 hasConcept C158154518 @default.
- W4298446337 hasConcept C159985019 @default.
- W4298446337 hasConcept C163716315 @default.
- W4298446337 hasConcept C17744445 @default.
- W4298446337 hasConcept C192562407 @default.
- W4298446337 hasConcept C199539241 @default.
- W4298446337 hasConcept C204323151 @default.
- W4298446337 hasConcept C2780009758 @default.
- W4298446337 hasConcept C41008148 @default.
- W4298446337 hasConcept C49937458 @default.
- W4298446337 hasConcept C61326573 @default.
- W4298446337 hasConcept C62520636 @default.
- W4298446337 hasConcept C89198739 @default.
- W4298446337 hasConceptScore W4298446337C119857082 @default.
- W4298446337 hasConceptScore W4298446337C121332964 @default.
- W4298446337 hasConceptScore W4298446337C124101348 @default.
- W4298446337 hasConceptScore W4298446337C151406439 @default.
- W4298446337 hasConceptScore W4298446337C154945302 @default.
- W4298446337 hasConceptScore W4298446337C158154518 @default.
- W4298446337 hasConceptScore W4298446337C159985019 @default.
- W4298446337 hasConceptScore W4298446337C163716315 @default.
- W4298446337 hasConceptScore W4298446337C17744445 @default.
- W4298446337 hasConceptScore W4298446337C192562407 @default.
- W4298446337 hasConceptScore W4298446337C199539241 @default.
- W4298446337 hasConceptScore W4298446337C204323151 @default.
- W4298446337 hasConceptScore W4298446337C2780009758 @default.
- W4298446337 hasConceptScore W4298446337C41008148 @default.
- W4298446337 hasConceptScore W4298446337C49937458 @default.
- W4298446337 hasConceptScore W4298446337C61326573 @default.
- W4298446337 hasConceptScore W4298446337C62520636 @default.
- W4298446337 hasConceptScore W4298446337C89198739 @default.
- W4298446337 hasLocation W42984463371 @default.
- W4298446337 hasLocation W42984463372 @default.
- W4298446337 hasOpenAccess W4298446337 @default.
- W4298446337 hasPrimaryLocation W42984463371 @default.
- W4298446337 hasRelatedWork W1558947798 @default.
- W4298446337 hasRelatedWork W1595351371 @default.
- W4298446337 hasRelatedWork W1631295847 @default.
- W4298446337 hasRelatedWork W1980376570 @default.
- W4298446337 hasRelatedWork W1995239016 @default.
- W4298446337 hasRelatedWork W2126220026 @default.
- W4298446337 hasRelatedWork W2128814852 @default.
- W4298446337 hasRelatedWork W2226312922 @default.
- W4298446337 hasRelatedWork W2740620268 @default.
- W4298446337 hasRelatedWork W96694040 @default.
- W4298446337 isParatext "false" @default.
- W4298446337 isRetracted "false" @default.
- W4298446337 workType "article" @default.