2006 | OriginalPaper | Chapter
Predicting Stock Trends with Time Series Data Mining and Web Content Mining
Authors : Gil Rachlin, Mark Last
Published in: Advances in Web Intelligence and Data Mining
Publisher: Springer Berlin Heidelberg
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
This paper presents a new methodology for predicting stock trends and making trading decisions based on the combination of Data Mining and Web Content Mining techniques. While research in both areas is quite extensive, inference from time series stock data and time-stamped news stories collected from the World Wide Web require further exploration. Our prediction models are based on the content of time-stamped web documents in addition to traditional Numerical Time Series Data. The stock trading system based on the proposed methodology (ADMIRAL) will be simulated and evaluated on real-world series of news stories and stocks data using several known classification algorithms. The main performance measures will be the prediction accuracy of the induced models and, more importantly, the profitability of the investments made by using system recommendations based on these predictions.