𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Information fusion in the context of stock index prediction

✍ Scribed by Stefan Siekmann; Rudolf Kruse; Jörg Gebhardt; Franck Van Overbeek; Roger Cooke

Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
144 KB
Volume
16
Category
Article
ISSN
0884-8173

No coin nor oath required. For personal study only.

✦ Synopsis

In this paper we study methods for predicting the German stock index DAX. The idea is to use the information provided by several different information sources. We consider two different types of information sources: (1) human experts who formulate their knowledge in the form of rules, and (2) databases of objective measurable time series of financial values. It is shown how to fuse these different types of knowledge by using neuro-fuzzy methods. We present experimental results that demonstrate the usefulness of these new concepts. In the second part of the paper we present methods for the evaluation and combination of different methods for DAX prediction by using a probabilistic assessment methodology.

📜 SIMILAR VOLUMES

The informational role of end-of-the-day
The informational role of end-of-the-day returns in stock index futures
✍ Anthony F. Herbst; Edwin D. Maberly 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 439 KB

The S&P 500 futures price is referred to as the futures price. All prices are recorded at Eastern Standard Time. S&P's monthly "500 Information Bulletin" reports an opening price for the S&P 500 index. However, this price is the index price recorded one minute after the NYSE opens and contains many

Information behavior in the context of i
Information behavior in the context of improving patient safety
✍ Anu MacIntosh-Murray; Chun Wei Choo 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 132 KB 👁 2 views

## Abstract Although it is assumed that information about patient safety and adverse events will be used for improvement and organizational learning, we know little about how this actually happens in patient care settings. This study examines how organizational and professional practices and belief

Understanding information transformation
Understanding information transformation process in the context of competitive intelligence
✍ Tao Jin; France Bouthillier 📂 Article 📅 2007 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 260 KB

## Abstract The purpose of this short paper is to propose a study on work practices and information behavior of competitive intelligence (CI) analysts, attempting to understand the process of how information is transformed into intelligence. Also, an integrated conceptual framework built upon Cogni

Fusion of effective retrieval strategies
Fusion of effective retrieval strategies in the same information retrieval system
✍ Steven M. Beitzel; Eric C. Jensen; Abdur Chowdhury; David Grossman; Ophir Friede 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB 👁 2 views

## Abstract Prior efforts have shown that under certain situations retrieval effectiveness may be improved via the use of data fusion techniques. Although these improvements have been observed from the fusion of result sets from several distinct information retrieval systems, it has often been thou