We study the problem of correlating micro-blogging activity with stock-market events, defined as changes in the price and traded volume of stocks. Specifically, we collect messa...
Eduardo J. Ruiz, Vagelis Hristidis, Carlos Castill...
In this study, a hybrid intelligent data mining methodology, genetic algorithm based support vector machine (GASVM) model, is proposed to explore stock market tendency. In this hyb...
This paper deals with the application of a well-known neural network technique, multi-layer back-propagation (BP) neural network, in financial data mining. A modified neural networ...
: Temporal data mining is concerned with the analysis of temporal data and finding temporal patterns, regularities, trends, clusters in sets of temporal data. Wavelet transform pro...
This paper presents two evolutionary algorithms, ECGA and BOA, applied to constructing stock market trading expertise, which is built on the basis of a set of specific trading ru...