The novel Time Series Data Mining (TSDM) framework is applied to analyzing financial time series. The TSDM framework adapts and innovates data mining concepts to analyzing time ser...
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...
The recent advances in hardware and software have enabled the capture of different measurements of data in a wide range of fields. These measurements are generated continuously an...
Mohamed Medhat Gaber, Arkady B. Zaslavsky, Shonali...
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...