A comparison of two data mining techniques to predict abnormal stock market returns.
Alan M. SaferPublished in: Intell. Data Anal. (2003)
Keyphrases
- stock market
- data mining techniques
- trading signals
- historical data
- trading rules
- data mining
- stock price
- financial time series
- short term
- stock exchange
- stock trading
- association rule mining
- financial markets
- financial data
- stock data
- listed companies
- stock returns
- anomaly detection
- financial news
- trading strategies
- long term
- stock market data
- chinese stock market
- stock index futures
- knowledge discovery
- machine learning