Data stream mining for market-neutral algorithmic trading.
Giovanni MontanaKostas TriantafyllopoulosTheodoros TsagarisPublished in: SAC (2008)
Keyphrases
- data stream mining
- foreign exchange
- trading strategies
- data streams
- futures market
- financial markets
- electronic markets
- streaming data
- market data
- trading systems
- stock exchange
- electricity markets
- agent mediated
- concept drift
- stream data
- trading agents
- electronic commerce
- stock market
- stream mining
- stock data
- stock price
- data mining
- double auction
- exchange rate
- machine learning
- financial data
- frequent pattern mining
- change detection
- investment strategies
- sliding window
- semi supervised