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[1] J. Stock and M. Watson, “Sforecasting output and inflation: The role of asset prices,” Journal of Economic Literature, vol. 41, pp. 788–829, March 2001. [2] D. Marcek, “Stock price forecasting: Statistical, classical and fuzzy neural network approach,” in MDAI, ser. Lecture Notes in Computer Science, V. Torra and Y. Narukawa, Eds., vol. 3131. Springer, 2004, pp. 41–48. [3] A hybrid ARIMA and support vector machines model in stock price forecasting, vol. 33, no. 3, 2005. [4] B. W¨uthrich, D. Permunetilleke, S. Leung, V. Cho, J. Zhang, and W. Lam, “Daily prediction of major stock indices from textual www data,” in KDD, 1998, pp. 364–368. [5] V. Cho and B. W¨uthrich, “Combining forecasts from multiple textual data sources,” in PAKDD, ser. Lecture Notes in Computer Science, N. Zhong and L. Zhou, Eds., vol. 1574. Springer, 1999, pp. 174–178. [6] M.-A. Mittermayer, “Forecasting intraday stock price trends with text mining techniques,” in HICSS, 2004. [7] X.-W. Zhang, M. R. Lyu, and G. zhong Dai, “Extraction and segmentation of tables from chinese ink documents based on a matrix model,” Pattern Recognition, vol. 40, no. 7, pp. 1855– 1867, 2007. [8] G. Forman, “An extensive empirical study of feature selection metrics for text classification,” Journal of Machine Learning Research, vol. 3, pp. 1289–1305, 2003. [9] T. Joachims, “A probabilistic analysis of the rocchio algorithm with tfidf for text categorization,” in ICML, D. H. Fisher, Ed. Morgan Kaufmann, 1997, pp. 143–151. [10] A. C. Harvey, Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge, UK: Cambridge University Press, 1990. [11] A. J. Bagnall and G. J. Janacek, “Clustering time series from arma models with clipped data,” in KDD, W. Kim, R. Kohavi, J. Gehrke, and W. DuMouchel, Eds. ACM, 2004, pp. 49–58. [12] T. Sandholm, “Autoregressive time series forecasting of computational demand,” CoRR, vol. abs/0711.2062, 2007. [13] S. R. Gunn, “Support vector machines for classification and regression,” ISIS Technical Report, May 1998. |
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