教師資料查詢 | 類別: 期刊論文 | 教師: 廖述賢 LIAO SHU-HSIEN (瀏覽個人網頁)

標題:Mining the co-movement between foreign exchange rates and category stock indexes in the Taiwan financial capital market
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
語言英文
ISSN0957-4174
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
國別英國
公開徵稿
出版型式紙本
相關連結
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