Frequent Patterns of Investment Behaviors in Shanghai Stock Market.
Huiyi TanHengjin CaiYong LiPublished in: CSSE (4) (2008)
Keyphrases
- stock market
- frequent patterns
- stock exchange
- investment strategies
- frequent pattern mining
- mining frequent patterns
- mining algorithm
- short term
- tree structure
- pattern mining
- trading rules
- financial data
- association rules
- sequential patterns
- stock price
- interesting patterns
- financial time series
- portfolio optimization
- uncertain data
- mining frequent
- data structure
- stock index futures
- stock trading
- investment decisions
- itemsets
- financial information
- discovery of frequent patterns
- temporal patterns
- closed patterns
- frequent itemsets
- financial markets
- apriori algorithm
- sequential pattern mining
- pattern growth
- portfolio management
- stock data
- stock returns
- frequent pattern mining algorithms
- transactional databases
- garch model
- frequent itemset mining
- multi dimensional