Temporal Association Rule Mining: With Application to US Stock Market
暂无分享,去创建一个
[1] Jitender S. Deogun,et al. Discovering Sequential Association Rules with Constraints and Time Lags in Multiple Sequences , 2002, ISMIS.
[2] Jonas Schmitt. Portfolio Selection Efficient Diversification Of Investments , 2016 .
[3] Eamonn J. Keogh,et al. A symbolic representation of time series, with implications for streaming algorithms , 2003, DMKD '03.
[4] Heikki Mannila,et al. Discovery of Frequent Episodes in Event Sequences , 1997, Data Mining and Knowledge Discovery.
[5] Boris Kovalerchuk,et al. Data mining in finance: advances in relational and hybrid methods , 2000 .
[6] Heikki Mannila,et al. Principles of Data Mining , 2001, Undergraduate Topics in Computer Science.
[7] B. Malkiel. The Efficient Market Hypothesis and Its Critics , 2003 .
[8] John F. Roddick,et al. ARMADA - An algorithm for discovering richer relative temporal association rules from interval-based data , 2007, Data Knowl. Eng..
[9] Jiming Chen,et al. Multi-Period Mean-Variance Portfolio Optimization With High-Order Coupled Asset Dynamics , 2015, IEEE Transactions on Automatic Control.
[10] Chakarida Nukoolkit,et al. Discovery Association Rules in Time Series Data , 2006 .
[11] Abraham Kandel,et al. Data Mining in Time Series Database , 2004 .
[12] R. C. Merton,et al. Optimum Consumption and Portfolio Rules in a Continuous-Time Model* , 1975 .
[13] Paul Gray,et al. Introduction to Data Mining and Knowledge Discovery , 1998, Proceedings of the Thirty-First Hawaii International Conference on System Sciences.
[14] Petra Perner,et al. Data Mining - Concepts and Techniques , 2002, Künstliche Intell..
[15] A. Stuart,et al. Portfolio Selection: Efficient Diversification of Investments , 1959 .
[16] Jitender S. Deogun,et al. Discovering representative episodal association rules from event sequences using frequent closed episode sets and event constraints , 2001, Proceedings 2001 IEEE International Conference on Data Mining.
[17] Davis,et al. Principles of Data Mining , 2001 .
[18] Padhraic Smyth,et al. From Data Mining to Knowledge Discovery in Databases , 1996, AI Mag..
[19] Klaus Nordhausen,et al. The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition by Trevor Hastie, Robert Tibshirani, Jerome Friedman , 2009 .
[20] Hongjun Lu,et al. Stock movement prediction and N-dimensional inter-transaction association rules , 1998, SIGMOD 1998.
[21] Kyoji Kawagoe,et al. Extended SAX: Extension of Symbolic Aggregate Approximation for Financial Time Series Data Representation , 2006 .
[22] J. Cockcroft. Investment in Science , 1962, Nature.
[23] Conti Dante,et al. Finding temporal associative rules in financial time-series: a case of study in Madrid stock exchange (IGBM) , 2010, CI 2010.
[24] Duan Li,et al. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation , 2000 .
[25] Burton G. Malkiel,et al. A random walk down Wall Street : including a life-cycle guide to personal investing , 1999 .
[26] Chia-Hui Chang,et al. Efficient mining of frequent episodes from complex sequences , 2008, Inf. Syst..