Forecasting changes in Korea Composite Stock Price Index (KOSPI) using association rules.
Sung Hoon NaSo Young SohnPublished in: Expert Syst. Appl. (2011)
Keyphrases
- stock price
- stock index
- association rules
- exchange rate
- stock market
- stock exchange
- financial time series
- financial markets
- technical indicators
- non stationary
- garch model
- chinese stock market
- option pricing
- association rule mining
- historical data
- financial data
- stock price prediction
- data mining
- dow jones
- news articles
- data mining techniques
- investment strategies
- knowledge discovery
- short term
- frequent itemsets
- frequent patterns
- foreign exchange
- portfolio optimization
- itemsets
- multiscale
- stock returns
- image classification
- stock data
- classification rules
- trading systems