Mining the Web for the "Voice of the Herd" to Track Stock Market Bubbles.
Aaron GerowMark T. KeanePublished in: IJCAI (2011)
Keyphrases
- stock market
- web mining
- stock trading
- website
- short term
- stock price
- trading rules
- financial time series
- stock exchange
- financial data
- web logs
- stock index futures
- web pages
- listed companies
- data mining
- garch model
- stock market data
- stock data
- financial news
- stock returns
- frequent patterns
- knowledge discovery
- financial markets
- sequential patterns
- portfolio optimization
- trading strategies
- long term
- mining algorithm
- itemsets
- investment strategies
- data mining techniques
- neural network
- pattern discovery