Student Work
Exploring temporal associations in the stock market
PubblicoThis project explores data mining for temporal associations within the stock market. The system used was a combination of the WPI WEKA data mining system as well as an event identification pre-processing module implemented as an extension of an existing algorithm. This implementation allows for complex templates to be identified in a sequence of numerical data in a more efficient manner than previously described. Applying this system to the financial domain produced a wide variety of descriptive associations.
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Publisher
- Identifier
- 03D154M
- Advisor
- Year
- 2003
- Date created
- 2003-01-01
- Resource type
- Major
- Rights statement
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Permanent link to this page: https://digital.wpi.edu/show/zg64tq10t