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.

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hdl.handle.net/1765/79219
Econometric Institute Research Papers
Erasmus School of Economics

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