Informatics, Data Mining, Econometrics and Financial Economics: A Connection
This short communication reviews some of the literature in econometrics and financial economics that is related to informatics and data mining. We then discuss some of the research on econometrics and financial economics that could be extended to informatics and data mining beyond the existing areas in econometrics and financial economics.
|Keywords||econometrics, financial economics, informatics, data mining, theory, statistics|
|JEL||Econometrics (jel C01), Methodology for Collecting, Estimating, and Organizing Microeconomic Data (jel C81), Methodology for Collecting, Estimating, and Organizing Macroeconomic Data (jel C82), Information and Market Efficiency; Event Studies (jel G14), Information and Internet Services; Computer Software (jel L86), Financial Economics (jel P34)|
|Series||Econometric Institute Research Papers|
|Note||For financial and research support, the first author is grateful to the National Science Council of Taiwan, the second author is most thankful to the Australian Research Council and the National Science Council of Taiwan, and the third author wishes to acknowledge the Research Grants Council of Hong Kong and Hong Kong Baptist University. The third author would also like to thank Robert B. Miller and Howard E. Thompson for their continuous guidance and encouragement.|
Chang, C-L, McAleer, M.J, & Wong, W.-K. (2015). Informatics, Data Mining, Econometrics and Financial Economics: A Connection (No. EI2015-34). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/79219