Predictive Data Mining Models.
This book reviews forecasting data mining models, from basic tools for stable data through causal models, to more advanced models using trends and cycles. These models are demonstrated on the basis of business-related data, including stock indices, crude oil prices, and the price of gold. The book...
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Main Author: | |
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Other Authors: | |
Format: | eBook |
Language: | English |
Published: |
Singapore :
Springer Singapore,
2016.
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Series: | Computational risk management.
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Subjects: | |
ISBN: | 9789811025433 9811025428 |
Physical Description: | 1 online resource (105 pages) |
LEADER | 03595cam a2200445Mu 4500 | ||
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100 | 1 | |a Olson, David L. | |
245 | 1 | 0 | |a Predictive Data Mining Models. |
260 | |a Singapore : |b Springer Singapore, |c 2016. | ||
300 | |a 1 online resource (105 pages) | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a počítač |b c |2 rdamedia | ||
338 | |a online zdroj |b cr |2 rdacarrier | ||
490 | 1 | |a Computational Risk Management | |
505 | 0 | |a Preface; Book Concept; Acknowledgment; Contents; About the Authors; 1 Knowledge Management; 1.1 Computer Support Systems; 1.2 Examples of Knowledge Management; 1.3 Data Mining Forecasting Applications; 1.4 Summary; References; 2 Data Sets; 2.1 Gold; 2.2 Brent Crude; 2.3 Stock Indices; 2.4 Summary; References; 3 Basic Forecasting Tools; 3.1 Moving Average Models; 3.2 Regression Models; 3.3 Time Series Error Metrics; 3.4 Seasonality; 3.5 Daily Data; 3.6 Change in Daily Price; 3.7 Software Demonstrations; 3.8 Summary; 4 Multiple Regression; 4.1 Data Series; 4.2 Correlation; 4.3 Lags; 4.4 Summary. | |
505 | 8 | |a 5 Regression Tree Models5.1 R Regression Trees; 5.2 WEKA Regression Trees; 5.2.1 M5P Modeling; 5.2.2 REP Tree Modeling; 5.3 Random Forests; 5.4 Summary; Reference; 6 Autoregressive Models; 6.1 ARIMA Models; 6.1.1 ARIMA Model of Brent Crude; 6.1.2 ARMA; 6.2 GARCH Models; 6.2.1 ARCH(q); 6.2.2 GARCH(p, q) ; 6.2.3 EGARCH; 6.2.4 GJR(p, q); 6.3 Regime Switching Models; 6.3.1 Data; 6.4 Summary; References; 7 Classification Tools; 7.1 Bankruptcy Data Set; 7.2 Logistic Regression; 7.3 Support Vector Machines; 7.4 Neural Networks; 7.5 Decision Trees; 7.6 Random Forests; 7.7 Boosting; 7.8 Full Data. | |
505 | 8 | |a 7.9 ComparisonReference; 8 Predictive Models and Big Data; References; Author Index; Subject Index. | |
506 | |a Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty | ||
520 | |a This book reviews forecasting data mining models, from basic tools for stable data through causal models, to more advanced models using trends and cycles. These models are demonstrated on the basis of business-related data, including stock indices, crude oil prices, and the price of gold. The book's main approach is above all descriptive, seeking to explain how the methods concretely work; as such, it includes selected citations, but does not go into deep scholarly reference. The data sets and software reviewed were selected for their widespread availability to all readers with internet access. | ||
590 | |a SpringerLink |b Springer Complete eBooks | ||
650 | 0 | |a Risk management. | |
650 | 0 | |a Big data. | |
655 | 7 | |a elektronické knihy |7 fd186907 |2 czenas | |
655 | 9 | |a electronic books |2 eczenas | |
700 | 1 | |a Wu, Desheng. | |
776 | 0 | 8 | |i Print version: |a Olson, David L. |t Predictive Data Mining Models. |d Singapore : Springer Singapore, ©2016 |z 9789811025426 |
830 | 0 | |a Computational risk management. | |
856 | 4 | 0 | |u https://proxy.k.utb.cz/login?url=https://link.springer.com/10.1007/978-981-10-2543-3 |y Plný text |
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