Predictive Data Mining Models.

• Main Author: Olson, David L.
• Other Authors: Wu, Desheng
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore, 2016.
• Series: Computational risk management.
• Subjects: Risk management.; Big data.; elektronické knihy; electronic books
• ISBN: 9789811025433; 9811025428
• Physical Description: 1 online resource (105 pages)

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&#...

Table of Contents:

• 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.
• 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.
• 7.9 ComparisonReference; 8 Predictive Models and Big Data; References; Author Index; Subject Index.