The KDD process for extracting useful knowledge from volumes of data
Communications of the ACM
Data preparation for data mining
Data preparation for data mining
ACM Computing Surveys (CSUR)
Methodological and practical aspects of data mining
Information and Management
Business applications of data mining
Communications of the ACM - Evolving data mining into solutions for insights
Data Mining: An Overview from a Database Perspective
IEEE Transactions on Knowledge and Data Engineering
Knowledge discovery techniques for predicting country investment risk
Computers and Industrial Engineering
Book review: Three perspectives of data mining
Artificial Intelligence
A survey on wavelet applications in data mining
ACM SIGKDD Explorations Newsletter
Computers and Operations Research - Special issue: Emerging economics
Editorial: data mining for financial decision making
Decision Support Systems - Special issue: Data mining for financial decision making
Decision Support Systems - Special issue: Data mining for financial decision making
Decision Support Systems - Special issue: Data mining for financial decision making
Applying rough sets to market timing decisions
Decision Support Systems - Special issue: Data mining for financial decision making
Astronomical image segmentation by self-organizing neural networks and wavelets
Neural Networks - 2003 Special issue: Neural network analysis of complex scientific data: Astronomy and geosciences
A hybrid genetic-neural architecture for stock indexes forecasting
Information Sciences: an International Journal - Special issue: Computational intelligence in economics and finance
Mining market data: a network approach
Computers and Operations Research
Financial market monitoring by case-based reasoning
Expert Systems with Applications: An International Journal
On the use of self-organizing maps for clustering and visualization
Intelligent Data Analysis
Dynamic muscle fatigue detection using self-organizing maps
Applied Soft Computing
Using self-organizing maps to visualize high-dimensional data
Computers & Geosciences
The use of data mining and neural networks for forecasting stock market returns
Expert Systems with Applications: An International Journal
Dynamic adaptive ensemble case-based reasoning: application to stock market prediction
Expert Systems with Applications: An International Journal
Empirical study of trading rule discovery in China stock market
Expert Systems with Applications: An International Journal
Automatic recognition of alertness level from EEG by using neural network and wavelet coefficients
Expert Systems with Applications: An International Journal
Epileptic seizure detection using dynamic wavelet network
Expert Systems with Applications: An International Journal
Stock market trading rule discovery using two-layer bias decision tree
Expert Systems with Applications: An International Journal
Entropy-based algorithms for best basis selection
IEEE Transactions on Information Theory - Part 2
Clustering of the self-organizing map
IEEE Transactions on Neural Networks
Data mining in soft computing framework: a survey
IEEE Transactions on Neural Networks
Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model
ISNN '08 Proceedings of the 5th international symposium on Neural Networks: Advances in Neural Networks
Expert Systems with Applications: An International Journal
Trading strategy design in financial investment through a turning points prediction scheme
Expert Systems with Applications: An International Journal
Forecasting industrial production in Brazil: Evidence from a wavelet approach
Expert Systems with Applications: An International Journal
An intelligent decision-support model using FSOM and rule extraction for crime prevention
Expert Systems with Applications: An International Journal
Effective options trading strategies based on volatility forecasting recruiting investor sentiment
Expert Systems with Applications: An International Journal
ICAISC'10 Proceedings of the 10th international conference on Artificial intelligence and soft computing: Part I
An inter-market arbitrage trading system based on extended classifier systems
Expert Systems with Applications: An International Journal
Analysis of decision making factors for equity investment by DEMATEL and Analytic Network Process
Expert Systems with Applications: An International Journal
Power load forecasting using data mining and knowledge discovery technology
International Journal of Intelligent Information and Database Systems
Forecasting stock indices with wavelet domain kernel partial least square regressions
Applied Soft Computing
How many reference patterns can improve profitability for real-time trading in futures market?
Expert Systems with Applications: An International Journal
Short-term wind speed forecasting based on a hybrid model
Applied Soft Computing
| Hi-index | 12.06 |
The stock market has been a popular financial investment channel in the recent era of low interest rates. How to maximize profits is always the main concern for investors; and different investors have different preferences about the holding periods of their investments. In this study, in contrast to other related studies, we propose a hybrid approach on the basis of the knowledge discovery methodology by integrating K-chart technical analysis for feature representation of stock price movements, discrete wavelet transform for feature extraction to overcome the multi-resolution obstacle, and a novel two-level self-organizing map network for the underlying forecasting model. In particular, a visual trajectory analysis is conducted to reveal the relationship of movements between primary bull and bear markets and help determine appropriate trading strategies for short-term investors and trend followers. The forecasting accuracy and trading profitability of the proposed decision model is validated by performing experiments using the Taiwan Weighted Stock Index (TAIEX) from 1991 to 2002 as the target dataset. The resultant intelligent investment model can help investors, fund managers and investment decision-makers of national stabilization funds make profitable decisions.