As leaders in forecasting and data mining, Visual Numerics' experts are constantly delivering innovation for customers. Visual Numerics’ technical experts have authored several white papers on data mining and forecasting techniques and topics that are available for review:

Neural Networks

Neural Networks: An Introduction
This white paper gives a comprehensive overview of Neural Network technology. It describes the fundamental benefits and uses of this technology. Many algorithm techniques, ranging from regression analysis to ARIMA for time series, among others, are regularly used to generate forecasts. A neural network approach provides a forecasting technique that can operate in circumstances where classical techniques cannot perform or do not generate the desired accuracy in a forecast.

Visual Numerics Technology for Neural Network Analysis
This white paper describes Visual Numerics' implementation of Neural Network technology. It goes into technical detail about the algorithms and Neural Network techniques. The Visual Numerics collection of neural network and data pre- and post-processing algorithms, written in 100% Java, provide a highly configurable neural network algorithm approach, and are written in a programming language that facilitates for smooth system integration.

Forecasting

Advanced Forecasting Functionality with IMSL® Auto_ARIMA
An in-depth look at the Auto_ARIMA function and its constituents with an application to financial data.

“Portfolio Optimization using the IMSL Libraries”
The ultimate goal of portfolio optimization is to build a portfolio with the proper proportion of its components that will balance minimum risk and maximum return. One textbook method to that end involves the computation of the efficient frontier curve, which enumerates a set of portfolios that will generate some given rate of return while minimizing risk to the investor. Once that curve is computed, an optimal portfolio can be selected from the set through a graphical method that involves the risk-free rate of return. This document will travel through the discovery of that ideal portfolio by reviewing the necessary inputs, constraints on the solution, the computation and analysis of the efficient frontier, and how to select the optimal solution from the set of possible solutions.