Silva, BrunoCavique, LuisMarques, Nuno2014-10-092014-10-092014-08-03http://hdl.handle.net/10400.26/6797Com o apoio RAADRI.This position paper proposes a framework based on a feature clustering method using Emergent Self-Organizing Maps over streaming data (Ubi-SOM) and Ramex-Forum – a sequence pattern mining model for financial time series modeling based on observed instantaneous and long term relations over market data. The proposed framework aims at producing realistic monte-carlo based simulations of an entire portfolio behavior over distinct market scenarios, obtained from models generated by these two approaches.engSOMUbiquitous environmentsEmergent Self-Organizing MapsUbiSOMconference object