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

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 attrac...

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Bibliographic Details
Main Author: Azevedo, Jose Manuel (author)
Other Authors: Almeida, Rui (author), Almeida, Pedro (author)
Format: article
Language:eng
Published: 2015
Subjects:
Online Access:http://hdl.handle.net/10400.22/6781
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/6781
Description
Summary: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.