General structure of L-lymphocyte applied to event detection in financial time series

• Autorzy: Pelech-Pilichowski T. , Duda J. T.
• Języki publikacji: EN

Abstrakty

EN

The paper is focused on the T-lymphocyte construction applied to immune-inspired event detection in financial time series. The goal is to recognize symptoms of abrupt of long-time mean value of many processed series. The task of the T-lymphocyte is to distinguish between "healthy" and "illness" states through examining individual series, with algorithms based on weak and rigorous statistical tests (detailed operation of detection is shown). General structure of the L-lymphocyte algorithm is illustrated. A comparison of the number of detected symptoms is presented.

Słowa kluczowe

EN

event detection; immune-based approach; financial time series

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Systems Science
• Rocznik: 2006
• Tom: Vol. 32, no 4
• Strony: 65--71
• Opis fizyczny: Bibliogr. 21 poz., wykr.

Twórcy

autor

Pelech-Pilichowski T.

autor

Duda J. T.

• AGH-University of Science and Technology,

Bibliografia

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