of credit risk obtained using 10 runs of 10-fold cross validation of the Re-RX algorithm family, including the Re …-RX algorithm, the Re-RX algorithm with both discrete and continuous attributes (Continuous Re-RX), the Re-RX algorithm with J48 …graft, the Re-RX algorithm with a trained neural network (Sampling Re-RX), NeuroLinear, NeuroLinear+GRG, and three unique …

In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data … outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset … of a cluster that represents a different segment of the market. We set up a framework of possible algorithm parameter …

. It is a bedrock assumption in theory that securities prices reveal how effectively public companies utilize capital. This …

economy.Theory and regulation have failed to keep pace with markets where traders rely on pre-programmed algorithms to execute … fully control the operation of the algorithm. Algorithms can execute many thousands of trades in milliseconds, crunching … for a trader to fully predict how an algorithm might behave ex ante and near-impossible for her to track and control its …