Mining the co-movement between foreign exchange rates and category stock indexes in the Taiwan financial capital market

Expert Systems with Applications

Volumn 38, Issue 4, 2011, Pages 4608-4617

  Liao, Shu Hsien ^a   Chu, Pei Hui ^a   You, Ying Lu ^a  

^a TAMKANG UNIVERSITY   (Taiwan)

Author keywords

Association rules; Category stock indexes; Co movement; Data mining; Foreign exchange rate; Portfolio

Indexed keywords

APRIORI ALGORITHMS; CO-MOVEMENT; CURRENT TRENDS; FINANCIAL CAPITAL; FINANCIAL INVESTMENTS; FOREIGN EXCHANGE; FOREIGN EXCHANGE MARKETS; FOREIGN EXCHANGE RATES; LOOK-FORWARD; PORTFOLIO; STOCK INDICES; TRANSACTION DATA;

ASSOCIATION RULES; COMMERCE; DATA MINING; INVESTMENTS; PROFITABILITY;

ECONOMICS;

EID: 78650705534     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.09.134     Document Type: Article

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