Exception Mining on Multiple Time Series in Stock Market.
Chao LuoYanchang ZhaoLongbing CaoYuming OuChengqi ZhangPublished in: Web Intelligence/IAT Workshops (2008)
Keyphrases
- stock market
- financial time series
- stock price
- short term
- trading rules
- stock exchange
- stock trading
- stock data
- financial markets
- stock index futures
- long term
- stock returns
- non stationary
- listed companies
- knowledge discovery
- financial data
- technical indicators
- stock market data
- trading strategies
- portfolio optimization
- sequential patterns
- itemsets