메뉴 건너뛰기




Volumn 39, Issue 10, 2012, Pages 9054-9063

Using a fuzzy association rule mining approach to identify the financial data association

Author keywords

Financial data association; Fuzzy association rule; Fuzzy set theory; Hang Seng Index

Indexed keywords

CONSUMER PRICE INDEX; DECISION SUPPORTS; EXPORT VALUE; FINANCIAL DATA; FINANCIAL MARKET; FUZZY ASSOCIATION RULE; GROSS DOMESTIC PRODUCTS; HANG SENG INDEX; HIDDEN RULES; HONG-KONG; INTEREST RATES;

EID: 84862783731     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.02.047     Document Type: Article
Times cited : (38)

References (24)
  • 1
    • 33750118115 scopus 로고    scopus 로고
    • Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach
    • K.K. Ang, and C. Quek Stock trading using RSPOP: A novel rough set-based neuro-fuzzy approach IEEE Transactions on Neural Networks 17 5 2006 1301 1315
    • (2006) IEEE Transactions on Neural Networks , vol.17 , Issue.5 , pp. 1301-1315
    • Ang, K.K.1    Quek, C.2
  • 2
    • 67349239812 scopus 로고    scopus 로고
    • Forecasting stock market short-term trends using a neuro-fuzzy based methodology
    • G.S. Atsalakis, and K.P. Valavanis Forecasting stock market short-term trends using a neuro-fuzzy based methodology Expert Systems with Applications 36 7 2009 10696 10707
    • (2009) Expert Systems with Applications , vol.36 , Issue.7 , pp. 10696-10707
    • Atsalakis, G.S.1    Valavanis, K.P.2
  • 3
    • 34248582401 scopus 로고    scopus 로고
    • A TSK type fuzzy rule based system for stock price prediction
    • P. Chang, and C. Liu A TSK type fuzzy rule based system for stock price prediction Expert Systems with Applications 34 1 2008 135 144
    • (2008) Expert Systems with Applications , vol.34 , Issue.1 , pp. 135-144
    • Chang, P.1    Liu, C.2
  • 4
    • 58349113384 scopus 로고    scopus 로고
    • A neural network with a case based dynamic window for stock trading prediction
    • P.C. Chang, C.H. Liu, J.L. Lin, C.Y. Fan, and C.S.P. Ng A neural network with a case based dynamic window for stock trading prediction Expert Systems with Applications 36 3 2009 6889 6898
    • (2009) Expert Systems with Applications , vol.36 , Issue.3 , pp. 6889-6898
    • Chang, P.C.1    Liu, C.H.2    Lin, J.L.3    Fan, C.Y.4    Ng, C.S.P.5
  • 5
    • 33748045826 scopus 로고    scopus 로고
    • A new hybrid data mining technique using a regression case based reasoning: Application to financial forecasting
    • S.H. Chun, and Y.J. Park A new hybrid data mining technique using a regression case based reasoning: Application to financial forecasting Expert Systems with Application 31 2 2006 329 336
    • (2006) Expert Systems with Application , vol.31 , Issue.2 , pp. 329-336
    • Chun, S.H.1    Park, Y.J.2
  • 6
    • 33846199228 scopus 로고    scopus 로고
    • The effect of threshold values on association rule based classification accuracy
    • Feb. 2007
    • F. Coenen, and P. Leng The effect of threshold values on association rule based classification accuracy Data & Knowledge Engineering 60 2 2006 345 360 Feb. 2007
    • (2006) Data & Knowledge Engineering , vol.60 , Issue.2 , pp. 345-360
    • Coenen, F.1    Leng, P.2
  • 7
    • 77951204308 scopus 로고    scopus 로고
    • A new approach to the rule-base evidential reasoning: Stock trading expert system application
    • L. Dymova, P. Sevastianov, and P. Bartosiewicz A new approach to the rule-base evidential reasoning: Stock trading expert system application Expert Systems with Applications 37 8 2010 5564 5576
    • (2010) Expert Systems with Applications , vol.37 , Issue.8 , pp. 5564-5576
    • Dymova, L.1    Sevastianov, P.2    Bartosiewicz, P.3
  • 8
    • 0042591520 scopus 로고    scopus 로고
    • Fuzzy data mining for interesting generalized association rules
    • T.P. Hong, K.Y. Lin, and S.L. Wang Fuzzy data mining for interesting generalized association rules Journal of Fuzzy Sets and Systems 138 2003 255 269
    • (2003) Journal of Fuzzy Sets and Systems , vol.138 , pp. 255-269
    • Hong, T.P.1    Lin, K.Y.2    Wang, S.L.3
  • 9
    • 78650277735 scopus 로고    scopus 로고
    • Realization of a news dissemination agent based on weighted association rules and text mining techniques
    • C.J. Huang, J.J. Liao, D.X. Yang, T.Y. Chang, and Y.C. Luo Realization of a news dissemination agent based on weighted association rules and text mining techniques Expert Systems with Applications 37 2010 6409 6413
    • (2010) Expert Systems with Applications , vol.37 , pp. 6409-6413
    • Huang, C.J.1    Liao, J.J.2    Yang, D.X.3    Chang, T.Y.4    Luo, Y.C.5
  • 12
    • 30944444787 scopus 로고    scopus 로고
    • Artificial neural networks with evolutionary instance selection for financial forecasting
    • K. Kim Artificial neural networks with evolutionary instance selection for financial forecasting Expert Systems with Applications 30 3 2006 519 526
    • (2006) Expert Systems with Applications , vol.30 , Issue.3 , pp. 519-526
    • Kim, K.1
  • 13
    • 0034249322 scopus 로고    scopus 로고
    • Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index
    • K.J. Kim, and I. Han Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index Expert Systems with Applications 19 2000 125 132
    • (2000) Expert Systems with Applications , vol.19 , pp. 125-132
    • Kim, K.J.1    Han, I.2
  • 14
    • 33846816868 scopus 로고    scopus 로고
    • Hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets
    • H. Kim, and K. Shin hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets Applied Soft Computing 7 2 2007 569 576
    • (2007) Applied Soft Computing , vol.7 , Issue.2 , pp. 569-576
    • Kim, H.1    Shin, K.2
  • 15
    • 70349422169 scopus 로고    scopus 로고
    • Development of a process mining system for supporting knowledge discovery in a supply chain network
    • H.C.W. Lau, G.T.S. Ho, Y. Zhao, and N.S.H. Chung Development of a process mining system for supporting knowledge discovery in a supply chain network International Journal of Production Economics 122 2009 176 187
    • (2009) International Journal of Production Economics , vol.122 , pp. 176-187
    • Lau, H.C.W.1    Ho, G.T.S.2    Zhao, Y.3    Chung, N.S.H.4
  • 16
    • 64049090579 scopus 로고    scopus 로고
    • An integrated fuzzy time series forecasting system
    • H.T. Liu An integrated fuzzy time series forecasting system Expert Systems with Applications 36 6 2009 10045 10053
    • (2009) Expert Systems with Applications , vol.36 , Issue.6 , pp. 10045-10053
    • Liu, H.T.1
  • 18
    • 80052152011 scopus 로고    scopus 로고
    • Forecasting stock exchange movements using neural networks: Empirical evidence from Kuwait
    • M.M. Mostafa Forecasting stock exchange movements using neural networks: Empirical evidence from Kuwait Expert Systems with Applications 37 9 2010 6302 6309
    • (2010) Expert Systems with Applications , vol.37 , Issue.9 , pp. 6302-6309
    • Mostafa, M.M.1
  • 19
    • 30944453897 scopus 로고    scopus 로고
    • Portfolio algorithm based on portfolio beta using genetic algorithm
    • K.J. Oh, T.Y. Jim, S.H. Min, and H.Y. Lee Portfolio algorithm based on portfolio beta using genetic algorithm Export Systems with Applications 30 3 2006 527 534
    • (2006) Export Systems with Applications , vol.30 , Issue.3 , pp. 527-534
    • Oh, K.J.1    Jim, T.Y.2    Min, S.H.3    Lee, H.Y.4
  • 20
    • 33751016670 scopus 로고    scopus 로고
    • Financial market monitoring by case-based reasoning
    • K.J. Oh, and T.Y. Kim Financial market monitoring by case-based reasoning Expert Systems with Applications 32 3 2007 789 800
    • (2007) Expert Systems with Applications , vol.32 , Issue.3 , pp. 789-800
    • Oh, K.J.1    Kim, T.Y.2
  • 21
    • 84862823885 scopus 로고    scopus 로고
    • New Method to evaluate financial performance of companies by fuzzy logic: Case study, drug industry of Iran
    • M. Tavakkoli, A. Jamali, and A. Ebrahimi New Method to evaluate financial performance of companies by fuzzy logic: Case study, drug industry of Iran Asia Pacific Journal of Finance and Banking Research 4 4 2010 15 24
    • (2010) Asia Pacific Journal of Finance and Banking Research , vol.4 , Issue.4 , pp. 15-24
    • Tavakkoli, M.1    Jamali, A.2    Ebrahimi, A.3
  • 22
    • 30944461783 scopus 로고    scopus 로고
    • Bankruptcy prediction with neural logic networks by means of grammar-guided genetic programming
    • A. Tsakonas, G. Dounias, M. Doumpos, and C. Zopounidis Bankruptcy prediction with neural logic networks by means of grammar-guided genetic programming Expert Systems with Applications 30 3 2006 449 461
    • (2006) Expert Systems with Applications , vol.30 , Issue.3 , pp. 449-461
    • Tsakonas, A.1    Dounias, G.2    Doumpos, M.3    Zopounidis, C.4
  • 23
    • 0033277429 scopus 로고    scopus 로고
    • Gaining competitive advantage for trading in emerging capital markets with neural networks
    • S. Walczak Gaining competitive advantage for trading in emerging capital markets with neural networks Journal of Management and Information Systems 16 1999 177 192
    • (1999) Journal of Management and Information Systems , vol.16 , pp. 177-192
    • Walczak, S.1
  • 24
    • 61349086648 scopus 로고    scopus 로고
    • Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network
    • Z. Yudong, and W. Lenan Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network Expert Systems with Applications 36 5 2009 8849 8854
    • (2009) Expert Systems with Applications , vol.36 , Issue.5 , pp. 8849-8854
    • Yudong, Z.1    Lenan, W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.