Using data mining with time series data in short-term stocks prediction

Azevedo, Jose Manuel; Almeida, Rui; Almeida, Pedro

http://hdl.handle.net/10400.22/6781

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Authors

Azevedo, Jose Manuel

Almeida, Rui

Almeida, Pedro

Abstract(s)

Data Mining (DM) methods are being increasingly used in prediction with time series data, in addition to traditional statistical approaches. This paper presents a literature review of the use of DM with time series data, focusing on short- time stocks prediction. This is an area that has been attracting a great deal of attention from researchers in the field. The main contribution of this paper is to provide an outline of the use of DM with time series data, using mainly examples related with short-term stocks prediction. This is important to a better understanding of the field. Some of the main trends and open issues will also be introduced.

Keywords

Data mining Research subject categories Data frequency Time series Applied mathematics Mathematics Fundamental data Application domain Short-term stocks prediction