Pattern recognition and financial time‐series

Dave Elliman

Intelligent Systems in Accounting, Finance and Management, 2006, vol. 14, issue 3, 99-115

Abstract: This paper investigates financial time‐series from the perspective of a practitioner in artificial intelligence methods and pattern recognition. It presents results from statistical experiments which suggest that financial markets operate with a measure of inefficiency and predictability. However, identifying the nature of any regularities and patterns presents a difficult challenge to the artificial intelligence community, in that established techniques make assumptions about the underlying process that mostly prove to be invalid for this class of data. Copyright © 2007 John Wiley & Sons, Ltd.

Date: 2006
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