Title :
A Method of Discovering Patterns to Predict Specified Events from Financial Time Series
Author :
Lan, Qiujun ; Ma, ChaoQun
Author_Institution :
Coll. of Bus. Adm., Hunan Univ., Changsha
Abstract :
This paper proposes a method to discover time series patterns predictive of the occurrence of specified events. The process of technique realization is mainly composed of four steps: specifying interest function and parameters; searching ODs, clustering ODs for candidate patterns and identifying patterns. A simulation study is conducted as verification. And an application study in the stock market is introduced to demonstrate its performance.
Keywords :
financial management; pattern clustering; stock markets; financial time series; pattern discovery; stock market; verification; Chaos; Data mining; Economic forecasting; Educational institutions; Finance; Information analysis; Predictive models; Shape; Stock markets; Time series analysis; Data mining; Finance; Forecasting; Time series;
Conference_Titel :
Natural Computation, 2008. ICNC '08. Fourth International Conference on
Conference_Location :
Jinan
Print_ISBN :
978-0-7695-3304-9
DOI :
10.1109/ICNC.2008.246
