Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Adaptive Filter Design for Stock Market Prediction Using a
  Correlation-based Criterion   This paper presents a novel adaptive-filter approach for predicting assets on
the stock markets. Concepts are introduced here, which allow understanding this
method and computing of the corresponding forecast. This approach is applied,
as an example, through the prediction over the actual valuation of the PETR3
shares (Petrobras ON) traded in the Brazilian Stock Market. The first-rate
choices of the window length and the number of filter coefficient are
evaluated. This is done by observing the correlation between the predictor
signal and the actual course performed by the market in terms of both the
window prevision length and filter coefficient values. It is shown that such
adaptive predictors furnish, on the average, very substantial profit on the
invested amount.

15
The categories of this paper are: nucl-ex
37
The categories of this paper are: supr-con
28
The categories of this paper are: alg-geom
2
The categories of this paper are: math
13
The categories of this paper are: quant-ph
29
The categories of this paper are: funct-an
36
The categories of this paper are: cmp-lg
12
The categories of this paper are: nucl-th
21
The categories of this paper are: adap-org
27
The categories of this paper are: comp-gas
10
The categories of this paper are: q-bio
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
0
The categories of this paper are: hep-ph
5
The categories of this paper are: gr-qc
9
The categories of this paper are: nlin