In this paper, we propose a new method called Prototype Ranking (PR) designed for the stock selection problem. PR takes into account the huge size of real-world stock data and app...
Companies trading stocks need to store information on stock prices over specific time intervals, which results in very large databases. Large quantities of numerical data (thousan...
Carmen Sanz Merino, Mike Sips, Daniel A. Keim, Chr...
Abstract We address the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. We follow a two-step methodology: first we iden...
Mining stock data can be beneficial to the participants and researchers in the stock market. However, it is very difficult for a normal trader or researcher to apply data mining...
We predict stock markets using information containedin articles published on the Web. Mostly textual articles appearingin the leading and the most influential financial newspapers...