Mining the stock market (extended abstract): which measure is best?
Martin GavrilovDragomir AnguelovPiotr IndykRajeev MotwaniPublished in: KDD (2000)
Keyphrases
- extended abstract
- stock market
- short term
- stock price
- financial time series
- stock trading
- stock exchange
- trading rules
- stock index futures
- text mining
- data mining
- garch model
- financial data
- mining algorithm
- financial markets
- data mining techniques
- stock data
- knowledge discovery
- long term
- stock market data
- neural network
- association rule mining
- financial news
- pattern mining
- sequential patterns
- data mining process
- theoretical analysis
- listed companies
- chinese stock market