Mining associated implication networks: Computational intermarket analysis

Phil Tse*, Jiming LIU

*Corresponding author for this work

Research output: Chapter in book/report/conference proceedingConference contributionpeer-review

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.

Original languageEnglish
Title of host publicationProceedings - 2002 IEEE International Conference on Data Mining, ICDM 2002
Pages689-692
Number of pages4
Publication statusPublished - 2002
Event2nd IEEE International Conference on Data Mining, ICDM '02 - Maebashi, Japan
Duration: 9 Dec 200212 Dec 2002

Publication series

NameProceedings - IEEE International Conference on Data Mining, ICDM
ISSN (Print)1550-4786

Conference

Conference2nd IEEE International Conference on Data Mining, ICDM '02
Country/TerritoryJapan
CityMaebashi
Period9/12/0212/12/02

Scopus Subject Areas

  • Engineering(all)

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