Computational intelligence and financial markets: A survey and future directions

RC Cavalcante, RC Brasileiro, VLF Souza… - Expert Systems with …, 2016 - Elsevier
Financial markets play an important role on the economical and social organization of
modern society. In these kinds of markets, information is an invaluable asset. However, with …

Learning under concept drift for regression—a systematic literature review

M Lima, M Neto, T Silva Filho, RAA Fagundes - IEEE Access, 2022 - ieeexplore.ieee.org
Context: The amount and diversity of data have increased drastically in recent years.
However, in certain situations, the data to which a trained Machine Learning model is …

[HTML][HTML] Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath

F Soleymani, E Paquet - Expert Systems with Applications, 2020 - Elsevier
The process of continuously reallocating funds into financial assets, aiming to increase the
expected return of investment and minimizing the risk, is known as portfolio management. In …

Concept drift adaptation techniques in distributed environment for real-world data streams

H Mehmood, P Kostakos, M Cortes… - Smart Cities, 2021 - mdpi.com
Real-world data streams pose a unique challenge to the implementation of machine
learning (ML) models and data analysis. A notable problem that has been introduced by the …

Deep graph convolutional reinforcement learning for financial portfolio management–DeepPocket

F Soleymani, E Paquet - Expert Systems with Applications, 2021 - Elsevier
Portfolio management aims at maximizing the return on investment while minimizing risk by
continuously reallocating the assets forming the portfolio. These assets are not independent …

Data stream classification based on extreme learning machine: a review

X Zheng, P Li, X Wu - Big Data Research, 2022 - Elsevier
Many daily applications are generating massive amount of data in the form of stream at an
ever higher speed, such as medical data, clicking stream, internet record and banking …

[HTML][HTML] Scalable real-time classification of data streams with concept drift

M Tennant, F Stahl, O Rana, JB Gomes - Future Generation Computer …, 2017 - Elsevier
Inducing adaptive predictive models in real-time from high throughput data streams is one of
the most challenging areas of Big Data Analytics. The fact that data streams may contain …

Fedd: Feature extraction for explicit concept drift detection in time series

RC Cavalcante, LL Minku… - 2016 International joint …, 2016 - ieeexplore.ieee.org
A time series is a sequence of observations collected over fixed sampling intervals. Several
real-world dynamic processes can be modeled as a time series, such as stock price …

A novel error-output recurrent two-layer extreme learning machine for multi-step time series prediction

Z Liu, CK Loo, K Pasupa - Sustainable Cities and Society, 2021 - Elsevier
With the development of industry and technology, the development of the environment and
cities has drawn lots of attention. Time series prediction plays a vital role in protecting the …

A novel technique for detecting sudden concept drift in healthcare data using multi-linear artificial intelligence techniques

AR MS, CR Nirmala, M Aljohani… - Frontiers in Artificial …, 2022 - frontiersin.org
A financial market is a platform to produce data streams continuously and around 1. 145
Trillion MB of data per day. Estimation and the analysis of unknown or dynamic behaviors of …