Optimizing Financial Portfolios from the Perspective of Mining Temporal Structures of Stock Returns.
Kai Chun ChiuLei XuPublished in: MLDM (2003)
Keyphrases
- stock returns
- stock market
- developed countries
- stock price
- cross sectional
- portfolio optimization
- financial time series
- chinese stock market
- cash flow
- financial markets
- panel data
- text mining
- developing countries
- stock data
- sequential patterns
- pattern mining
- data mining
- mining algorithm
- short term
- decision making
- itemsets
- knowledge discovery
- stock exchange
- historical data
- frequent patterns
- frequent itemsets
- data mining techniques
- long term