Concept Drift Mining of Fundamental Variables in China Stock Market.

Yong Hu Kang Liu Bin Feng Lijun Su Xiangzhou Zhang Weiqi Chen Yuran Zeng

Published 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