Dynamics of Predictability and Variable Influences Identified in Financial Data Using Sliding Window Machine Learning.
Stephan M. WinklerGabriel KronbergerMichael KommendaStefan FinkMichael AffenzellerPublished in: EUROCAST (2015)
Keyphrases
- sliding window
- financial data
- machine learning
- data streams
- stock market
- stock trading
- bankruptcy prediction
- fixed width
- stock exchange
- window size
- fixed size
- stock price
- stream data
- variable size
- financial time series
- credit card
- financial information
- financial ratios
- financial statements
- feature selection
- streaming data
- limited memory
- active learning
- decision trees
- data sets
- natural language processing
- high dimensional
- boyer moore
- long term
- text classification
- knowledge discovery
- information extraction
- text mining