Informatics, data mining, econometrics and financial economics : a connection

Chia-Lin Chang (Department of Applied Economics, Department of Finance, National Chung Hsing University, Taichung, Taiwan), Michael McAleer (Department of Quantitative Finance, National Tsing Hua University, Hsinchu, Taiwan and Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam and Tinbergen Institute, The Netherlands and Department of Quantitative Economics, Complutense University of Madrid, Spain), Wing-Keung Wong (Department of Economics, Hong Kong Baptist University, Hong Kong, China)