Domain Specific Concept Drift Detectors for Predicting Financial Time Series.
Filippo NeriPublished in: CoRR (2021)
Keyphrases
- concept drift
- financial time series
- non stationary
- domain specific
- financial time series forecasting
- stock market
- data streams
- drift detection
- financial data
- turning points
- data stream classification
- stock price
- classification algorithm
- data distribution
- change detection
- multivariate time series
- exchange rate
- natural language processing
- decision trees
- index structure
- high resolution
- data analysis
- data structure