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Mining Frequent Episodes for Relating Financial Events and Stock Trends

Mining Frequent Episodes for Relating Financial Events and Stock Trends

Book SeriesLecture Notes in Computer Science
PublisherSpringer Berlin / Heidelberg
ISSN0302-9743 (Print) 1611-3349 (Online)
VolumeVolume 2637/2003
BookAdvances in Knowledge Discovery and Data Mining
DOI10.1007/3-540-36175-8
Copyright2003
ISBN978-3-540-04760-5
DOI10.1007/3-540-36175-8_4
Page569
Subject CollectionComputer Science
SpringerLink DateWednesday, January 01, 2003
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Mining Frequent Episodes for Relating Financial Events and Stock Trends

Anny Ng5 Contact Information and Ada Wai-chee Fu5 Contact Information

(5)  Department of Computer Science and Engineering, The Chinese University of Hong Kong, Shatin, Hong Kong
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.

Contact Information Anny Ng
Email: ang@cse.cuhk.edu.hk

Contact Information Ada Wai-chee Fu
Email: adafu@cse.cuhk.edu.hk
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