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 :
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