期刊論文
| 學年 | 99 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2011-04-01 |
| 作品名稱 | Mining the co-movement between foreign exchange rates and category stock indexes in the Taiwan financial capital market |
| 作品名稱（其他語言） | |
| 著者 | Liao, Shu-Hsien; Chu, Pei-Hui; You, Ying-Lu |
| 單位 | 淡江大學管理科學學系 |
| 出版者 | Kidlington: Pergamon |
| 著錄名稱、卷期、頁數 | Expert Systems with Applications 38(4), pp.4608–4617 |
| 摘要 | The foreign exchange market is one of the biggest markets in the global financial capital market. With current trends toward financial capital globalization, it is becoming more important to understand the co-movement of foreign exchange. Investors always want to get all kinds of messages to make decisions about investing. Moreover, they always look forward to making a profit. This study investigates financial investment issues related to Taiwan’s financial capital. Thus, this study implements the association rules as a data mining approach to explore the co-movement between foreign exchange rates and category stock indexes in Taiwan. Transaction data, such as foreign exchange rates and stock indexes, were collected to construct a database; the Apriori algorithm was then used to generate the association rules. By doing so, this study proposes several possible portfolio alternatives in the Taiwan financial capital market including foreign exchange currencies and stock investment under different circumstances. |
| 關鍵字 | Foreign exchange rate; Category stock indexes; Co-movement; Portfolio; Data mining; Association rules |
| 語言 | en |
| ISSN | 0957-4174 |
| 期刊性質 | 國外 |
| 收錄於 | SCI EI |
| 產學合作 | |
| 通訊作者 | Liao, Shu-Hsien |
| 審稿制度 | |
| 國別 | GBR |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/64933 ) |