DocumentCode
390917
Title
Mining associated implication networks: computational intermarket analysis
Author
Tse, Phil ; Liu, Jiming
Author_Institution
Dept. of Comput. Sci., Hong Kong Baptist Univ., China
fYear
2002
fDate
2002
Firstpage
689
Lastpage
692
Abstract
Current attempts to analyze international financial markets include the use of financial technical analysis and data mining techniques. In this paper, we propose a new approach that incorporates implication networks and association rules to form an associated network structure. The proposed approach explicitly addresses the issue of local vs. global influences between financial markets.
Keywords
belief networks; data mining; financial data processing; inference mechanisms; probability; stock markets; associated network structure; association rules; association rules mining; data mining; inference; inter market actions; international financial markets; probabilistic networks; Association rules; Bayesian methods; Bonding; Computer networks; Computer science; Data analysis; Data mining; Inference algorithms; Stock markets; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Data Mining, 2002. ICDM 2003. Proceedings. 2002 IEEE International Conference on
Print_ISBN
0-7695-1754-4
Type
conf
DOI
10.1109/ICDM.2002.1184030
Filename
1184030
Link To Document