Abstract:A modified framework, that applies temporal association rule mining to financial time series, is proposed in this paper. The top four components stocks (stock price time series, in USD) of Dow Jones Industrial Average (DJIA) in terms of highest daily volume and DJIA (index time series, expressed in points) are used to form the time-series database (TSDB) from 1994 to 2007. The main goal is to generate profitable trades by uncovering hidden knowledge from the TSDB. This hidden knowledge refers to temporal assoc… Show more
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