Data Mining with R
Book Contents
Chapter 3 - Predicting Stock Market Returns
  • 3.1 Problem Description and Objectives
  • 3.2 The Available Data
    • 3.2.1 Handling time dependent data in R
    • 3.2.2 Reading the data from the CSV file
    • 3.2.3 Getting the data from the Web
    • 3.2.4 Reading the data from a MySQL database
  • 3.3 Defining the Prediction Tasks
    • 3.3.1 What to predict?
    • 3.3.2 Which predictors?
    • 3.3.3 The prediction tasks
    • 3.3.4 Evaluation criteria
  • 3.4 The Prediction Models
    • 3.4.1 How will the training data be used?
    • 3.4.2 The modeling tools
  • 3.5 From Predictions into Actions
    • 3.5.1 How will the predictions be used?
    • 3.5.2 Trading-related evaluation criteria
    • 3.5.3 Putting everything together: a simulated trader
  • 3.6 Model Evaluation and Selection
    • 3.6.1 Monte Carlo estimates
    • 3.6.2 Experimental comparisons
    • 3.6.3 Results analysis
  • 3.7 The Trading System
    • 3.7.1 Evaluation on the final test data
    • 3.7.2 An online trading system
  • 3.8 Summary
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