{"title":"挖掘关联隐含网络:计算市场间分析","authors":"P. W. Tse, Jiming Liu","doi":"10.1109/ICDM.2002.1184030","DOIUrl":null,"url":null,"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.","PeriodicalId":405340,"journal":{"name":"2002 IEEE International Conference on Data Mining, 2002. Proceedings.","volume":"68 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2002-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Mining associated implication networks: computational intermarket analysis\",\"authors\":\"P. W. Tse, Jiming Liu\",\"doi\":\"10.1109/ICDM.2002.1184030\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":405340,\"journal\":{\"name\":\"2002 IEEE International Conference on Data Mining, 2002. Proceedings.\",\"volume\":\"68 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2002-12-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2002 IEEE International Conference on Data Mining, 2002. Proceedings.\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICDM.2002.1184030\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2002 IEEE International Conference on Data Mining, 2002. Proceedings.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICDM.2002.1184030","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.