Concept Drift Mining of Fundamental Variables in China Stock Market.
Yong HuKang LiuBin FengLijun SuXiangzhou ZhangWeiqi ChenYuran ZengPublished in: 3PGCIC (2014)
Keyphrases
- stock market
- concept drift
- listed companies
- stock returns
- data stream mining
- data streams
- chinese stock market
- non stationary
- streaming data
- short term
- drifting concepts
- developed countries
- data stream classification
- stock price
- stock trading
- financial time series
- financial data
- trading rules
- change detection
- financial markets
- itemsets
- classification algorithm
- stock exchange
- data distribution
- drift detection
- stock data
- stock index futures
- data mining
- text mining
- garch model
- developing countries
- knowledge discovery
- financial news
- data mining techniques
- frequent patterns
- sequential patterns