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
The new k-windows algorithm for improving the k-means clustering algorithm
Journal of Complexity
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
Mining the co-movement in the Taiwan stock funds market
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 |
On June 29, 2010, Taiwan signed an Economic Cooperation Framework Agreement (ECFA) with China as a major step to open markets between Taiwan and China. Thus, the ECFA will contribute by creating a closer relationship between China and Taiwan through economic and market interactions. Co-movements of the world's national financial market indexes are a popular research topic in the finance literature. Some studies examine the co-movements and the benefits of international financial market portfolio diversification/integration and economic performance. Thus, this study investigates the co-movement in the Taiwan and China (Hong Kong) stock markets under the ECFA using a data mining approach, including association rules and clustering analysis. Thirty categories of stock indexes are implemented as decision variables to observe the behavior of stock index associations during the periods of ECFA implementation. Patterns, rules, and clusters of data mining results are discussed for future stock market investment portfolio.