Time Series Forecasting using CCA and Kohonen Maps- Application to Electricity Consumption (2008)
A. Lendasse, J. Lee, V. Wertz, M. Verleysen, Av. G. Lemaître
Abstract. A general-purpose useful parameter in time series forecasting is the regressor, corresponding to the minimum number of variables necessary to forecast the future values of the time series....
Classification of investment funds by self-organizing maps (2007)
P. Cardon, A. Lendasse, V. Wertz, E. De Bodt, M. Verleysen, ...
An investment fund (or mutual fund) is an investment structure collecting money coming from individuals and investing according to preestablished objectives. Professional managers decide of the...
Input data reduction for the prediction of financial time series (2001)
A. Lendasse, J. Lee, E. Debodt, V. Wertz, M. Verleysen, ...
Abstract. Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of...