Detecting Volatility Shift in Data Streams.
David Tse Jung HuangYun Sing KohGillian DobbieRussel PearsPublished in: ICDM (2014)
Keyphrases
- data streams
- sliding window
- streaming data
- high dimensional data streams
- concept drift
- data sets
- evolving data streams
- continuous data streams
- data distribution
- itemsets
- data streaming
- data stream mining
- stream data
- stock price
- stock market
- neural network
- sensor networks
- automatic detection
- limited memory
- financial crisis
- outlier detection
- detecting outliers
- stock trading
- stock market data
- real time