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 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 )

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