Mining associated implication networks: Computational intermarket analysis

Phil Tse; Jiming Liu

doi:10.1109/ICDM.2002.1184030

Mining associated implication networks: Computational intermarket analysis

Phil Tse^*, Jiming Liu

^*Corresponding author for this work

Department of Computer Science

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-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 language	English
Title of host publication	Proceedings - 2002 IEEE International Conference on Data Mining, ICDM 2002
Publisher	IEEE
Pages	689-692
Number of pages	4
ISBN (Print)	0769517544, 9780769517544
DOIs	https://doi.org/10.1109/ICDM.2002.1184030
Publication status	Published - 2002
Event	2nd IEEE International Conference on Data Mining, ICDM '02 - Maebashi, Japan Duration: 9 Dec 2002 → 12 Dec 2002

Publication series

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

Conference

Conference	2nd IEEE International Conference on Data Mining, ICDM '02
Country/Territory	Japan
City	Maebashi
Period	9/12/02 → 12/12/02

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10.1109/ICDM.2002.1184030

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title = "Mining associated implication networks: Computational intermarket analysis",

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.",

author = "Phil Tse and Jiming Liu",

year = "2002",

doi = "10.1109/ICDM.2002.1184030",

language = "English",

isbn = "0769517544",

series = "Proceedings - IEEE International Conference on Data Mining, ICDM",

publisher = "IEEE",

pages = "689--692",

booktitle = "Proceedings - 2002 IEEE International Conference on Data Mining, ICDM 2002",

address = "United States",

}

Tse, P & Liu, J 2002, Mining associated implication networks: Computational intermarket analysis. in Proceedings - 2002 IEEE International Conference on Data Mining, ICDM 2002. Proceedings - IEEE International Conference on Data Mining, ICDM, IEEE, pp. 689-692, 2nd IEEE International Conference on Data Mining, ICDM '02, Maebashi, Japan, 9/12/02. https://doi.org/10.1109/ICDM.2002.1184030

Mining associated implication networks: Computational intermarket analysis. / Tse, Phil; Liu, Jiming.
Proceedings - 2002 IEEE International Conference on Data Mining, ICDM 2002. IEEE, 2002. p. 689-692 (Proceedings - IEEE International Conference on Data Mining, ICDM).

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-review

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AU - Liu, Jiming

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AB - 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.

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DO - 10.1109/ICDM.2002.1184030

M3 - Conference proceeding

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SN - 9780769517544

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BT - Proceedings - 2002 IEEE International Conference on Data Mining, ICDM 2002

PB - IEEE

Y2 - 9 December 2002 through 12 December 2002

ER -

Mining associated implication networks: Computational intermarket analysis

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