| Presentation | 2002/1/3 Adaptation under the Dynamic Environment and Application to Financial Time Series Kazuko YAMASAKI, Kazuhisa KITAKAZE, Masuteru SEKIGUCHI, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | It is reasonable that adaptation to the dynamic environment should be developed using characteristics of changes, such as reappearance, continuity, rarity and predictability. And, adaptation to the dynamic environment contains a trade-off of which a good adaptation in this moment makes it difficult to adapt in next moment. This means the similarity between the dynamic environment and multi-objective-optimization. Under this situation, we developed a method in out previous works. In this work I apply our proposed method to financial time series. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | dynamic environment / adaptation / multi-objective-optimization / financial time series |
| Paper # | Al2001-69 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2002/1/3(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Artificial Intelligence and Knowledge-Based Processing (AI) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Adaptation under the Dynamic Environment and Application to Financial Time Series |
| Sub Title (in English) | |
| Keyword(1) | dynamic environment |
| Keyword(2) | adaptation |
| Keyword(3) | multi-objective-optimization |
| Keyword(4) | financial time series |
| 1st Author's Name | Kazuko YAMASAKI |
| 1st Author's Affiliation | Faculty of Informatics, Tokyo University of Information Sciences() |
| 2nd Author's Name | Kazuhisa KITAKAZE |
| 2nd Author's Affiliation | Faculty of Informatics, Tokyo University of Information Sciences |
| 3rd Author's Name | Masuteru SEKIGUCHI |
| 3rd Author's Affiliation | Faculty of Informatics, Tokyo University of Information Sciences |
| Date | 2002/1/3 |
| Paper # | Al2001-69 |
| Volume (vol) | vol.101 |
| Number (no) | 536 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |