Christopher Chow

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SUMMARY: The Securities and Exchange Commission (" Commission ") is adopting new Rule 13h-1 and Form 13H under Section 13(h) of the Securities Exchange Act of 1934 (" Exchange Act ") to assist the Commission in both identifying, and obtaining trading information on, market participants that conduct a substantial amount of trading activity, as measured by(More)
Time series data contains temporal ordering, which makes its feature selection different from the normal feature selection. Feature selection in multivariate time series has two tasks: identifying the relevant features and finding their effective window sizes of lagged values. The methods extended from normal feature selection methods do not solve this(More)
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