Mining association rules between sets of items in large databases
SIGMOD '93 Proceedings of the 1993 ACM SIGMOD international conference on Management of data
Data Warehouse: From Architecture to Implementation
Data Warehouse: From Architecture to Implementation
Parallel Mining of Association Rules
IEEE Transactions on Knowledge and Data Engineering
Using information retrieval techniques for supporting data mining
Data & Knowledge Engineering
Mining market data: a network approach
Computers and Operations Research
Mining stock category association and cluster on Taiwan stock market
Expert Systems with Applications: An International Journal
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
Expert Systems with Applications: An International Journal
Stock market co-movement assessment using a three-phase clustering method
Expert Systems with Applications: An International Journal
Hi-index | 12.05 |
The foreign exchange market is one of the biggest markets in the global financial capital market. With current trends toward financial capital globalization, it is becoming more important to understand the co-movement of foreign exchange. Investors always want to get all kinds of messages to make decisions about investing. Moreover, they always look forward to making a profit. This study investigates financial investment issues related to Taiwan's financial capital. Thus, this study implements the association rules as a data mining approach to explore the co-movement between foreign exchange rates and category stock indexes in Taiwan. Transaction data, such as foreign exchange rates and stock indexes, were collected to construct a database; the Apriori algorithm was then used to generate the association rules. By doing so, this study proposes several possible portfolio alternatives in the Taiwan financial capital market including foreign exchange currencies and stock investment under different circumstances.