A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Heuristics for protecting competitive knowledge in association rule mining.

2006

Scalable Multi-Relational Association Mining

Clare, A., Williams, H. E. and Lester, N. M. (2004) Scalable Multi-Relational Association Mining. In proceedings of the 4th International Conference on Data Mining ICDM '04.

Confirmation of Data Mining Based Predictions of Protein Function

King, R. D. and Wise, P. H. and Clare, A. (2004) Confirmation of Data Mining Based Predictions of Protein Function. Bioinformatics 20(7), 1110-1118

Data mining the yeast genome in a lazy functional language

Clare, A. and King R.D. (2003) Data mining the yeast genome in a lazy functional language. In Practical Aspects of Declarative Languages (PADL'03) (won Best/Most Practical Paper award).

A dichotomic search algorithm for mining and learning in domain-specific logics

Ferr?, S. and King, R. D. (2004) A dichotomic search algorithm for mining and learning in domain-specific logics. Fundamenta Informaticae. IOS Press. To appear

Analyses of patterns of copper and lead mineralisation in human skeletons excavated from an ancient mining and smelting centre in the Jordanian desert

Grattan, J.P., Al-Saad, Z., Gilbertson, D.D., Karaki, L.O., Pyatt, F.B 2005 Analyses of patterns of copper and lead mineralisation in human skeletons excavated from an ancient mining and smelting centre in the Jordanian desert Mineralogical Magazine. 69(5) 653-666.

An Imperial Legacy? An Exploration of the environmental impact of ancient metal mining and smelting in southern Jordan

Pyatt, B. Gilmore, G. Grattan, J. Hunt, C. McLaren, S. An imperial legacy? An exploration of the environmental impact of ancient metal mining and smelting in southern Jordan. Journal of Archaeological Science. 2000. 27 pp 771-778