Informatics, Data Mining, Econometrics and Financial Economics: A Connection

Chia-Lin Chang (), Michael McAleer and Wing-Keung Wong

No EI2015-34, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: 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 (search for similar items in EconPapers)
JEL-codes: C01 C81 C82 G14 L86 P34 (search for similar items in EconPapers)
Pages: 12
Date: 2015-11-01
New Economics Papers: this item is included in nep-cmp, nep-ict and nep-ore
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Citations: View citations in EconPapers (17)

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