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A Method of Discovering Patterns to Predict Specified Events from Financial Time Series

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2 Author(s)
Qiujun Lan ; Coll. of Bus. Adm., Hunan Univ., Changsha ; Chaoqun Ma

This paper proposes a method to discover time series patterns predictive of the occurrence of specified events. The process of technique realization is mainly composed of four steps: specifying interest function and parameters; searching ODs, clustering ODs for candidate patterns and identifying patterns. A simulation study is conducted as verification. And an application study in the stock market is introduced to demonstrate its performance.

Published in:

2008 Fourth International Conference on Natural Computation  (Volume:7 )

Date of Conference:

18-20 Oct. 2008