JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
Evaluation of a Stock Trading Rule Generation Method based on Temporal Pattern Extraction
Hidenao ABEYoshiaki SUGIYAMATakahira YAMAGUCHI
Author information
RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2008 Volume 2008 Issue FIN-001 Pages 05-

Details
Abstract

In this paper, we present an evaluation of a temporal rule generation method for trading dataset from the Japanese stock market. Temporal data mining is one of key issues to get useful knowledge from databases. To get more valuable rules for users from a temporal data mining process, we have developed a rule generation method which consists of temporal pattern extraction methods and rule induction algorithms. Using this method, we have done a case study to evaluate temporal rules from a Japanese stock market database for trading. Based on the result, we discuss about a way to utilize our rule generation method more effectively.

Content from these authors
© 2008 Authors
Previous article Next article
feedback
Top