Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems
- Author
- INGBER, L2
[2] DRW Investments LLC, Chicago Mercantile Exchange Center, 30 S. Wacker Dr., Suite 1516, Chicago, IL 60606, United States - Source
Mathematical and computer modelling. 1998, Vol 27, Num 3, pp 9-31 ; ref : 83 ref
- ISSN
- 0895-7177
- Scientific domain
- Computer science; Mathematics
- Publisher
- Elsevier Science, Oxford
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Algorithme Connaissance Electroencéphalographie Marché financier Mécanique statistique Méthode adaptative Méthode numérique Méthode optimisation Recuit simulé Système Markov Système complexe Système non linéaire Système stochastique Taux intérêt Traitement donnée Modèle gaussien
- Keyword (en)
- Algorithm Knowledge Electroencephalography Financial market Statistical mechanics Adaptive method Numerical method Optimization method Simulated annealing Markovian system Complex system Non linear system Stochastic system Interest rate Data processing Gaussian model
- Keyword (es)
- Algoritmo Conocimiento Electroencefalografía Mercado financiero Mecánica estadística Método adaptativo Método numérico Método optimización Recocido simulado Sistema Markov Sistema complejo Sistema no lineal Sistema estocástico Tasa interés Tratamiento datos
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01K Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications)
- Pascal
- 001 Exact sciences and technology / 001B Physics / 001B00 General / 001B00B Mathematical methods in physics / 001B00B50 Probability theory, stochastic processes, and statistics / 001B00B50F Stochastic analysis
- Discipline
- Mathematics Theoretical physics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 2170344
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/S0895-7177(97)00264-1 
https://dx.doi.org/10.1016/S0895-7177(97)00264-1
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