Explorative data mining on stock data -experimental results and findings

Lay Ki Soon; Sang Ho Lee

doi:10.1007/978-3-540-73871-8_53

Explorative data mining on stock data -experimental results and findings

Lay Ki Soon, Sang Ho Lee

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

5 Citations (Scopus)

Abstract

This paper presents our preliminary explorative data mining experiments on stock data. The experiments are performed using information gain evaluation, chi-square test and decision tree, which aim to explore the underlying patterns of the stock dataset. The explorative patterns obtained show some unexpected outliers in deriving the influential stocks with regard to Kuala Lumpur Composite Index.

Original language	English
Title of host publication	Advanced Data Mining and Applications - Third International Conference, ADMA 2007, Proceedings
Publisher	Springer
Pages	562-569
Number of pages	8
ISBN (Print)	9783540738701
DOIs	https://doi.org/10.1007/978-3-540-73871-8_53
Publication status	Published - 2007
Externally published	Yes
Event	International Conference on Advanced Data Mining and Applications 2007 - Harbin, China Duration: 6 Aug 2007 → 8 Aug 2007 Conference number: 3rd https://link.springer.com/book/10.1007/978-3-540-73871-8 (Proceedings)

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	4632 LNAI
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	International Conference on Advanced Data Mining and Applications 2007
Abbreviated title	ADMA 2007
Country/Territory	China
City	Harbin
Period	6/08/07 → 8/08/07
Internet address	https://link.springer.com/book/10.1007/978-3-540-73871-8 (Proceedings)

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10.1007/978-3-540-73871-8_53

Cite this

Soon, L. K., & Lee, S. H. (2007). Explorative data mining on stock data -experimental results and findings. In Advanced Data Mining and Applications - Third International Conference, ADMA 2007, Proceedings (pp. 562-569). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4632 LNAI). Springer. https://doi.org/10.1007/978-3-540-73871-8_53

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title = "Explorative data mining on stock data -experimental results and findings",

abstract = "This paper presents our preliminary explorative data mining experiments on stock data. The experiments are performed using information gain evaluation, chi-square test and decision tree, which aim to explore the underlying patterns of the stock dataset. The explorative patterns obtained show some unexpected outliers in deriving the influential stocks with regard to Kuala Lumpur Composite Index.",

author = "Soon, {Lay Ki} and Lee, {Sang Ho}",

note = "Copyright: Copyright 2020 Elsevier B.V., All rights reserved.; International Conference on Advanced Data Mining and Applications 2007, ADMA 2007 ; Conference date: 06-08-2007 Through 08-08-2007",

year = "2007",

doi = "10.1007/978-3-540-73871-8_53",

language = "English",

isbn = "9783540738701",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

publisher = "Springer",

pages = "562--569",

booktitle = "Advanced Data Mining and Applications - Third International Conference, ADMA 2007, Proceedings",

url = "https://link.springer.com/book/10.1007/978-3-540-73871-8",

}

Soon, LK & Lee, SH 2007, Explorative data mining on stock data -experimental results and findings. in Advanced Data Mining and Applications - Third International Conference, ADMA 2007, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 4632 LNAI, Springer, pp. 562-569, International Conference on Advanced Data Mining and Applications 2007, Harbin, China, 6/08/07. https://doi.org/10.1007/978-3-540-73871-8_53

Explorative data mining on stock data -experimental results and findings. / Soon, Lay Ki; Lee, Sang Ho.
Advanced Data Mining and Applications - Third International Conference, ADMA 2007, Proceedings. Springer, 2007. p. 562-569 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4632 LNAI).

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

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AB - This paper presents our preliminary explorative data mining experiments on stock data. The experiments are performed using information gain evaluation, chi-square test and decision tree, which aim to explore the underlying patterns of the stock dataset. The explorative patterns obtained show some unexpected outliers in deriving the influential stocks with regard to Kuala Lumpur Composite Index.

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T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

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BT - Advanced Data Mining and Applications - Third International Conference, ADMA 2007, Proceedings

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Soon LK, Lee SH. Explorative data mining on stock data -experimental results and findings. In Advanced Data Mining and Applications - Third International Conference, ADMA 2007, Proceedings. Springer. 2007. p. 562-569. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-540-73871-8_53

Explorative data mining on stock data -experimental results and findings

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