Evolving hypernetwork models of binary time series for forecasting price movements on stock markets
The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order probabilistic relations of data. The problem we tackle concerns the prediction of price movements (up/down) on stock markets. Compared to previous approaches, the proposed method discovers a large population of variable subpatterns, i.e. local and global patterns, using a
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