Financial Data Mining

Tutor

Luca Cagliero,  Paolo Garza (email : name  dot surname at polito dot it)

Context

Analysis of historical financial data (e.g., stock prices, stock indexes) is focused on planning trading or investment strategies. However, state-of-the-art trading platforms do not provide sufficient knowledge for supporting traders’ decisions

Application of itemset mining algorithms to financial data

Design and development of novel itemset mining algorithms targeted to financial data analyses

Current issues

  • analysis of historical financial data (e.g., stock prices, stock indexes, credit card transactions)  to plan long-term investment strategies
  • financial fraud detection
  • analysis of historical and latest news on finance

Application of regression algorithms to financial data

Design and development of novel regression algorithms targeted to time series data analysis

Current issues

  • prediction of financial trends (e.g., stock prices, index values, asset risk values)
  • generation of intraday trading signals
  • analysis of the risk profile of private/public investors