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

Detalhes bibliográficos
Autor(a) principal: Azevedo, Jose Manuel
Data de Publicação: 2012
Outros Autores: Almeida, Rui, Almeida, Pedro
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.22/6781
Resumo: 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.
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spelling Using data mining with time series data in short-term stocks predictiona literature reviewData miningResearch subject categoriesData frequencyTime seriesApplied mathematicsMathematicsFundamental dataApplication domainShort-term stocks predictionData 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.SciResRepositório Científico do Instituto Politécnico do PortoAzevedo, Jose ManuelAlmeida, RuiAlmeida, Pedro2015-10-27T09:17:34Z2012-102012-10-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.22/6781eng10.4236/ijis.2012.224023info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-13T12:47:19Zoai:recipp.ipp.pt:10400.22/6781Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:27:28.097468Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Using data mining with time series data in short-term stocks prediction
a literature review
title Using data mining with time series data in short-term stocks prediction
spellingShingle Using data mining with time series data in short-term stocks prediction
Azevedo, Jose Manuel
Data mining
Research subject categories
Data frequency
Time series
Applied mathematics
Mathematics
Fundamental data
Application domain
Short-term stocks prediction
title_short Using data mining with time series data in short-term stocks prediction
title_full Using data mining with time series data in short-term stocks prediction
title_fullStr Using data mining with time series data in short-term stocks prediction
title_full_unstemmed Using data mining with time series data in short-term stocks prediction
title_sort Using data mining with time series data in short-term stocks prediction
author Azevedo, Jose Manuel
author_facet Azevedo, Jose Manuel
Almeida, Rui
Almeida, Pedro
author_role author
author2 Almeida, Rui
Almeida, Pedro
author2_role author
author
dc.contributor.none.fl_str_mv Repositório Científico do Instituto Politécnico do Porto
dc.contributor.author.fl_str_mv Azevedo, Jose Manuel
Almeida, Rui
Almeida, Pedro
dc.subject.por.fl_str_mv Data mining
Research subject categories
Data frequency
Time series
Applied mathematics
Mathematics
Fundamental data
Application domain
Short-term stocks prediction
topic Data mining
Research subject categories
Data frequency
Time series
Applied mathematics
Mathematics
Fundamental data
Application domain
Short-term stocks prediction
description 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.
publishDate 2012
dc.date.none.fl_str_mv 2012-10
2012-10-01T00:00:00Z
2015-10-27T09:17:34Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.22/6781
url http://hdl.handle.net/10400.22/6781
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.4236/ijis.2012.224023
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv SciRes
publisher.none.fl_str_mv SciRes
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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