Search Results - subject:"Context tree"

Using a VOM model for reconstructing potential coding regions in EST sequences

Shmilovici, Armin; Ben-Gal, Irad - In: Computational Statistics 22 (2007) 1, pp. 49-69

Persistent link: https://www.econbiz.de/10005613188

Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm

Kahiri, Y.; Shmilovici, A.; Hauser, S. - Society for Computational Economics - SCE - 2006

predict. Here we use the context tree algorithm of Rissanen which can be used to compress even relatively short data sets … no profit beyond the commission for the intra-day trade. Our conclusion is that though the context tree is a useful tool …

Persistent link: https://www.econbiz.de/10005706240

Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis

Shmilovici, Armin; Alon-Brimer, Yael; Hauser, Shmuel - In: Computational Economics 22 (2003) 2, pp. 273-284

, because there are no patterns and the stochastic complexity is high. In this research, Rissanen's context tree algorithm is …

Persistent link: https://www.econbiz.de/10005701628

Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis

Brimer, Yael Alon-; Shmilovici, Armin; Hauser, Shmuel - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005537690