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

Hidenao Abe, Satoru Hirabayashi, Miho Ohsaki, Takahira Yamaguchi

研究成果: Conference contribution

抄録

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.

本文言語English
ホスト出版物のタイトルMining Complex Data - ECML/PKDD 2007 Third International Workshop, MCD 2007, Revised Selected Papers
ページ72-81
ページ数10
DOI
出版ステータスPublished - 2008
イベント3rd International Workshop on Mining Complex Data, MCD 2007 - Warsaw, Poland
継続期間: 2007 9 172007 9 21

出版物シリーズ

名前Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
4944 LNAI
ISSN(印刷版)0302-9743
ISSN(電子版)1611-3349

Other

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

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)

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