Incremental Market Behavior Classification in Presence of Recurring Concepts

Incremental Market Behavior Classification in Presence of Recurring Concepts

In recent years, the problem of concept drift has gained importance in the financial domain. The succession of manias, panics and crashes have stressed the non-stationary nature and the likelihood of drastic structural or concept changes in the markets. Traditional systems are unable or slow to adap...

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Bibliographic Details
Main Authors: Andrés L. Suárez-Cetrulo, Alejandro Cervantes, David Quintana
Format: Article
Language:English
Published: MDPI AG 2019-01-01
Series:Entropy
Subjects:
ensemble methods
adaptive classifiers
recurrent concepts
concept drift
stock price direction prediction
Online Access:http://www.mdpi.com/1099-4300/21/1/25

Internet

http://www.mdpi.com/1099-4300/21/1/25

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