Stock data mining plays an important role in realizing the vision of autonomous financial market analysis or computational finance. The Efficient Market Theory asserts that it is impossible to infer a consistent and global forecasting model to the stock market by using any information that the market already knows. Stock data mining does not accept nor reject this theory; instead it aims to discover subtle short term conditional patterns and trends in wide range of financial data (Kovalerchuk and Vityaev 2000). Being one of the key applications in time series data mining, stock data mining generally focuses on trend modeling and forecasting (Han.
