Empirical study of trading rule discovery in China stock market.
Bo LuoLinyan SunRichard MweenePublished in: Expert Syst. Appl. (2005)
Keyphrases
- empirical studies
- rule discovery
- stock market
- listed companies
- trading rules
- stock exchange
- stock data
- financial markets
- trading strategies
- trading systems
- foreign exchange
- stock trading
- rule learning
- stock price
- chinese stock market
- empirical analysis
- short term
- pattern discovery
- financial time series
- financial information
- learning classifier systems
- financial data
- subgroup discovery
- knowledge discovery
- association rule mining
- data mining
- data mining algorithms
- stock returns
- investment strategies
- classification rules
- stock index futures
- long term
- market data
- garch model
- hong kong
- non stationary
- machine learning
- inductive logic programming
- fuzzy logic