Before revision:  This article aims to provide a timely and comprehensive survey for both machine learning and data mining researchers in academia and quantitative portfolio managers in  financial industry to help them understand the state of the art and facilitate their research or practical applications.
After revision:  This article aims to provide a timely and comprehensive survey for both machine learning and data mining researchers in academia and quantitative portfolio managers in financial industry to help them understand the state of the art and facilitate their research and practical applications.