Volatility Drift Prediction for Transactional Data Streams.
Yun Sing KohDavid Tse Jung HuangChris PearceGillian DobbiePublished in: ICDM (2018)
Keyphrases
- data streams
- concept drift
- financial time series
- prediction accuracy
- sliding window
- stream data
- streaming data
- data sets
- concept drifting
- prediction error
- stock market data
- stream data mining
- exchange rate
- prediction model
- sensor networks
- stock price
- stock market
- change detection
- non stationary
- drift detection
- neural network
- data distribution
- stream mining
- data streaming