Document Type
Article
Abstract
Financial market plays an important role in economy. Although funds developed only a few years in China, it has been a focal point in research and practice. The conventional methods analyzing fund data are fundamental analysis and technical analysis. Data mining can extract implicit, previously unknown and potentially useful knowledge from data. This paper presents the new technique to analyze China’s closed-end fund data and temporal association rules (TAR) are discovered which reflect the relationship among open price, close price, trading volume and grail index. Experimental results show some interesting outcomes.
Recommended Citation
Liu, Ying and Chen, Guoqing, "Temporal Association Rule Mining in China’s Closed-end Fund Data" (2004). ICEB 2004 Proceedings (Beijing, China). 194.
https://aisel.aisnet.org/iceb2004/194