Useful Pattern Mining on Time Series - Applications in the Stock Market.
Nikitas GoumatianosIoannis T. ChristouPeter LindgrenPublished in: ICPRAM (2013)
Keyphrases
- pattern mining
- stock market
- financial time series
- mining algorithm
- stock price
- short term
- stock data
- data mining
- frequent pattern mining
- graph mining
- stock exchange
- itemsets
- trading rules
- sequential pattern mining
- sequential patterns
- data mining techniques
- garch model
- pattern discovery
- frequent patterns
- financial markets
- financial data
- stock market data
- financial news
- closed patterns
- interesting patterns
- subgroup discovery
- mining frequent
- stock trading
- stock index futures
- association rules
- multivariate time series
- non stationary
- data analysis
- data structure