Adaptive regression methods with application to streaming financial data
This thesis is concerned with the analysis of adaptive incremental regression algorithms for data streams. The development of these algorithms is motivated by issues pertaining to financial data streams, data which are very noisy, non-stationary and exhibit high degrees of dependence. These incremen...
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Imperial College London
2010
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.525586 |