Abstract
A financial market is a platform to produce data streams continuously and around 1. 145 Trillion MB of data per day. Estimation and the analysis of unknown or dynamic behaviors of these systems is one the challenging tasks. Analysis of these systems is very much essential to strengthen the environmental parameters to stabilize society activities. This can elevate the living style of society to the next level. In this connection, the proposed paper is trying to accommodate the financial data stream using the sliding window approach and random forest algorithm to provide a solution to handle concept drift in the financial market to stabilize the behavior of the system through drift estimation. The proposed approach provides promising results in terms of accuracy in detecting concept drift over the state of existing drift detection methods like one class drifts detection (OCDD), Adaptive Windowing ADWIN), and the Page-Hinckley test.