Mining frequent episodes for relating financial events and stock trends

  • Authors:
  • Anny Ng;Ada Wai-Chee Fu

  • Affiliations:
  • Department of Computer Science and Engineering, The Chinese University of Hong Kong, Shatin, Hong Kong;Department of Computer Science and Engineering, The Chinese University of Hong Kong, Shatin, Hong Kong

  • Venue:
  • PAKDD'03 Proceedings of the 7th Pacific-Asia conference on Advances in knowledge discovery and data mining
  • Year:
  • 2003

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Abstract

It is expected that stock prices can be affected by the local and overseas political and economic events. We extract events from the financial news of Chinese local newspapers which are available on the web, the news are matched against stock prices databases and a new method is proposed for the mining of frequent temporal patterns.