Sequential pattern mining of price interactions

Marques, Nuno C.; Cavique, Luís

http://hdl.handle.net/10400.2/3921

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Authors

Marques, Nuno C.

Cavique, Luís

Abstract(s)

The computational analysis of large quantities of data is an important asset for the economic study of interactions among social agents. However, most of available frequent pattern discovery techniques result in a huge number of rules and scalability problems that end up requiring unnecessary subjectivity in data interpretation. This work presents Ramex-Forum, a visualization technique that can highlight important relations often hidden in economic data. A case study using recent asset prices on global economic data confi rm the usefulness of the approach for expressing economic influence cues as poly-trees.

Description

Conferência realizada em Angra do Heroísmo, Açores, de 9-12 de Setembro de 2013

Keywords

Sequence pattern discovery Poly-trees

URI

http://hdl.handle.net/10400.2/3921

Citation

Marques, Nuno C.; Cavique, Luís - Sequential pattern mining of price interactions. EPIA 2013. Portuguese Conference on Artificial Intelligence, 16, Angra do Heroísmo, 2013 - "Portuguese conference ... [Em linha] : proceedings". [S.l.] : [EPIA], 2013. 12 p.