Matlab is the bomb ... I use it every day so much, I made a desktop shortcut for it, then pinned it to my dock, like I should
He's right. I don't really know of any good ones for MATLAB. We used Introduction to and Elements of Statistical Learning in my classes. Both were easy to follow and free.
thanks everybody; But I mean I want to get a teaching book which introduces doing some data mining working on trading. Shall I get the names of some books like this ?
Most of data mining is extracting the most relevant features to predicting a given response from a dataset and formulating a model from those features with optimal bias vs. variance. You have to understand the theoretical grounding and limitations of an approach or you'll end up overfitting/with a model that isn't interpretable. I would really recommend getting an understanding of a few chapters of Introduction to Statistical Learning to get an idea of these trade offs, particularly 2.2 and all of section 5 before you consider applications. Again, it's free.
Great book of matlab illustrations, it is a companion to the author's text. He has a more recent matlab based text as well, but I don't know how well the matlab examples are presented. There aren't many data mining books on trading. You are better off finding trading oriented examples scattered about the web. If you used R, this text has an entire chapter of examples dedicated towards trading via data mining. The book mentioned in the prior reply has one naive bayes example towards predicting stock movements. Very simple and don't expect fantastic results by any means.
Thanks, thank you for your kind alerts. Yes, never expect fantastic results by any means and I also have learn some of Statistical Learning when I was still in my University and I use a few of them even now I am working. I also know over-fitting's harm, but whatever thank you for your explanations. In the fact, I just want to know how the statistical things was used on trading.