Unexpectedness as a measure of interestingness in knowledge discovery
Decision Support Systems - Special issue on WITS '97
Towards effective and interpretable data mining by visual interaction
ACM SIGKDD Explorations Newsletter
Analyzing the Subjective Interestingness of Association Rules
IEEE Intelligent Systems
Applying Objective Interestingness Measures in Data Mining Systems
PKDD '00 Proceedings of the 4th European Conference on Principles of Data Mining and Knowledge Discovery
On Objective Measures of Rule Surprisingness
PKDD '98 Proceedings of the Second European Symposium on Principles of Data Mining and Knowledge Discovery
Handbook of data mining and knowledge discovery
Postprocessing Decision Trees to Extract Actionable Knowledge
ICDM '03 Proceedings of the Third IEEE International Conference on Data Mining
Mining Actionable Patterns by Role Models
ICDE '06 Proceedings of the 22nd International Conference on Data Engineering
Maximum profit mining and its application in software development
Proceedings of the 12th ACM SIGKDD international conference on Knowledge discovery and data mining
Domain-Driven, Actionable Knowledge Discovery
IEEE Intelligent Systems
Developing Actionable Trading Strategies for Trading Agents
IAT '07 Proceedings of the 2007 IEEE/WIC/ACM International Conference on Intelligent Agent Technology
DDDM2007: Domain Driven Data Mining
ACM SIGKDD Explorations Newsletter - Special issue on visual analytics
Knowledge actionability: satisfying technical and business interestingness
International Journal of Business Intelligence and Data Mining
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Recently, a new data mining methodology, Domain Driven Data Mining (D3M), has been developed. On top of data-centered pattern mining, D3M generally targets the actionable knowledge discovery under domain-specific circumstances. It strongly appreciates the involvement of domain intelligence in the whole process of data mining, and consequently leads to the deliverables that can satisfy business user needs and decision-making. Following the methodology of D3M, this paper investigates local exceptional patterns in real-life microstructure stock data for detecting stock price manipulations. Different from existing pattern analysis mainly on interday data, we deal with tick-by-tick data. Our approach proposes new mechanisms for constructing microstructure order sequences by involving domain factors and business logics, and for measuring the interestingness of patterns from business concern perspective. Real-life data experiments on an exchange data demonstrate that the outcomes generated by following D3M can satisfy business expectations and support business users to take actions for market surveillance.