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

Hidenao Abe; Satoru Hirabayashi; Miho Ohsaki; Takahira Yamaguchi

doi:10.1007/978-3-540-68416-9_6

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

Hidenao Abe, Satoru Hirabayashi, Miho Ohsaki, Takahira Yamaguchi

Department of Industrial and Systems Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference 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 language	English
Title of host publication	Mining Complex Data - ECML/PKDD 2007 Third International Workshop, MCD 2007, Revised Selected Papers
Pages	72-81
Number of pages	10
DOIs	https://doi.org/10.1007/978-3-540-68416-9_6
Publication status	Published - 2008
Event	3rd International Workshop on Mining Complex Data, MCD 2007 - Warsaw, Poland Duration: 2007 Sept 17 → 2007 Sept 21

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	4944 LNAI
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Other

Other	3rd International Workshop on Mining Complex Data, MCD 2007
Country/Territory	Poland
City	Warsaw
Period	07/9/17 → 07/9/21

ASJC Scopus subject areas

Theoretical Computer Science
Computer Science(all)

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10.1007/978-3-540-68416-9_6

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

Evaluating accuracies of a trading rule mining method based on temporal pattern extraction. / Abe, Hidenao; Hirabayashi, Satoru; Ohsaki, Miho et al.

Mining Complex Data - ECML/PKDD 2007 Third International Workshop, MCD 2007, Revised Selected Papers. 2008. p. 72-81 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4944 LNAI).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 4944 LNAI, pp. 72-81, 3rd International Workshop on Mining Complex Data, MCD 2007, Warsaw, Poland, 07/9/17. https://doi.org/10.1007/978-3-540-68416-9_6

Abe H, Hirabayashi S, Ohsaki M, Yamaguchi T. 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. 2008. p. 72-81. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-540-68416-9_6

Abe, Hidenao ; Hirabayashi, Satoru ; Ohsaki, Miho et al. / Evaluating accuracies of a trading rule mining method based on temporal pattern extraction. Mining Complex Data - ECML/PKDD 2007 Third International Workshop, MCD 2007, Revised Selected Papers. 2008. pp. 72-81 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

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

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