Evaluating accuracies of a trading rule mining method based on temporal pattern extraction

Hidenao Abe, Satoru Hirabayashi, Miho Ohsaki, Takahira Yamaguchi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we present an evaluation of accuracies of temporal rules obtained from the integrated temporal data mining environment using trading dataset from the Japanese stock market. Temporal data mining is one of key issues to get useful knowledge from databases. However, users often face on difficulties during such temporal data mining process for data pre-processing method selection/construction, mining algorithm selection, and post-processing to refine the data mining process. To get rules that are more valuable for domain experts from a temporal data mining process, we have designed an environment, which integrates temporal pattern extraction methods, rule induction methods and rule evaluation methods with visual human-system interface. Then, we have done a case study to mine temporal rules from a Japanese stock market database for trading. The result shows the availability to find out useful trading rules based on temporal pattern extraction.

Original languageEnglish
Title of host publicationMining Complex Data - ECML/PKDD 2007 Third International Workshop, MCD 2007, Revised Selected Papers
Pages72-81
Number of pages10
DOIs
Publication statusPublished - 2008 Jun 9
Event3rd International Workshop on Mining Complex Data, MCD 2007 - Warsaw, Poland
Duration: 2007 Sep 172007 Sep 21

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume4944 LNAI
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Other

Other3rd International Workshop on Mining Complex Data, MCD 2007
CountryPoland
CityWarsaw
Period07/9/1707/9/21

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ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)

Cite this

Abe, H., Hirabayashi, S., Ohsaki, M., & Yamaguchi, T. (2008). Evaluating accuracies of a trading rule mining method based on temporal pattern extraction. In Mining Complex Data - ECML/PKDD 2007 Third International Workshop, MCD 2007, Revised Selected Papers (pp. 72-81). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4944 LNAI). https://doi.org/10.1007/978-3-540-68416-9_6