Trend detection in formal models of dynamic domains
Published: 2008 September
Buchtitel: Xinnovations 2008
Today, traders in financial markets are confronted with the problem that information is distributed over diverse sources and that there is too much information available. In our work we develop methods and tools to help traders to overcome this information overload. The goal is to help traders develop a better understanding of the importance of a piece of information. We will present a modelling paradigm that combines static domain knowledge with change information and with the possibility to access former states of the knowledge base as well as the history of actions that have led to the current state.
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