Using Data Mining to Study Upstream and Downstream Causal Relationship in Stock Market
Don-Lin Yang 0, Y.L. Hsieh, Jungpin Wu
0Feng Chia University
Available Online October 2006.
- https://doi.org/10.2991/jcis.2006.191How to use a DOI?
- Stock, Inter-Transaction Data Mining
- To understand the causal relationship of stock market is always a top priority for investors. Most investors use some fundamental knowledge and basic analysis techniques to analyze or predict the trends. However, there are always some other factors beyond our control or unexpected events that might affect the stock market one way or the other. After working on data mining with good results, we found inter-transaction mining can help answer the above questions in a systemic way. Our experiments show that causal relationship between upstream and downstream stocks do exist. To simplify our discussion, we focus on the electrical industrial stocks.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Don-Lin Yang AU - Y.L. Hsieh AU - Jungpin Wu PY - 2006/10 DA - 2006/10 TI - Using Data Mining to Study Upstream and Downstream Causal Relationship in Stock Market PB - Atlantis Press SP - 528 EP - 531 SN - 1951-6851 UR - https://doi.org/10.2991/jcis.2006.191 DO - https://doi.org/10.2991/jcis.2006.191 ID - Yang2006/10 ER -