Concept drift mining of portfolio selection factors in stock market

Yong Hu, Kang Liu, Xiangzhou Zhang, Kang Xie, Weiqi Chen, Yuran Zeng, Mei Liu. Concept drift mining of portfolio selection factors in stock market. Electronic Commerce Research and Applications, 14(6):444-455, 2015. [doi]

@article{HuLZXCZL15,
  title = {Concept drift mining of portfolio selection factors in stock market},
  author = {Yong Hu and Kang Liu and Xiangzhou Zhang and Kang Xie and Weiqi Chen and Yuran Zeng and Mei Liu},
  year = {2015},
  doi = {10.1016/j.elerap.2015.06.002},
  url = {http://dx.doi.org/10.1016/j.elerap.2015.06.002},
  researchr = {https://researchr.org/publication/HuLZXCZL15},
  cites = {0},
  citedby = {0},
  journal = {Electronic Commerce Research and Applications},
  volume = {14},
  number = {6},
  pages = {444-455},
}