Journal article Open Access
By comparing historical data of trading like daily Open, High, Low, Close, Volume, Number of Trades, Turnover, Delivery percentage etc. of a particular stock with its Peer Group companies and Non Peer Group companies stocks for a particular period, we can find some unusual observations which are also known as outliers. In this paper we have tried to detect the observations, which are very different from the other observations using a Data Mining Technique for Outlier Detection-“Multiple Linear Regression Analysis”.
DETECTION OF OUTLIERS IN STOCK MARKET USING REGRESSION ANALYSIS.pdf