• DocumentCode
    3311928
  • Title

    A Method of Discovering Patterns to Predict Specified Events from Financial Time Series

  • Author

    Lan, Qiujun ; Ma, ChaoQun

  • Author_Institution
    Coll. of Bus. Adm., Hunan Univ., Changsha
  • Volume
    7
  • fYear
    2008
  • fDate
    18-20 Oct. 2008
  • Firstpage
    18
  • Lastpage
    22
  • Abstract
    This paper proposes a method to discover time series patterns predictive of the occurrence of specified events. The process of technique realization is mainly composed of four steps: specifying interest function and parameters; searching ODs, clustering ODs for candidate patterns and identifying patterns. A simulation study is conducted as verification. And an application study in the stock market is introduced to demonstrate its performance.
  • Keywords
    financial management; pattern clustering; stock markets; financial time series; pattern discovery; stock market; verification; Chaos; Data mining; Economic forecasting; Educational institutions; Finance; Information analysis; Predictive models; Shape; Stock markets; Time series analysis; Data mining; Finance; Forecasting; Time series;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Natural Computation, 2008. ICNC '08. Fourth International Conference on
  • Conference_Location
    Jinan
  • Print_ISBN
    978-0-7695-3304-9
  • Type

    conf

  • DOI
    10.1109/ICNC.2008.246
  • Filename
    4667937
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3311928