원문정보
초록
영어
Financial markets are characterized by large numbers of complex and interacting factors which are ill-understood and frequently difficult to measure. Mathematical models developed in finance are precise formulations of theories of how these factors interact to produce the market value of financial asset. While these models are quite good at predicting these market values, because these forces and their interactions are not precisely understood, the model value nevertheless deviates to some extent from the observable market value. In this paper we propose a framework for augmenting the predictive capabilities of mathematical model with a learning component which is primed with an initial set of historical data and then adjusts its behavior after the event of prediction.
목차
1. Introduction
2. A Review of Incremental Learning Approaches
2.1 The Minimal Approach
2.2 The Iterative Approach
2.3 Comments on the Above Classification
3. A Contingent Incremental Learning Approach
3.1 Representation of Objects
3.2 Representation of Class
3.3 Discovery of Initial Classes
3.4 Reconstruction of Classes
4. Evaluation of Our Approach
4.1 The Evaluation Approach
4.2 Evaluation Results
5. Conclusions
References