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Mining frequent episodes for relating financial events and stock trends

Lecture Notes in Artificial Intelligence (Subseries of Lecture Notes in Computer Science) (2003) 2637 27-39
DOI: 10.1007/3-540-36175-8_4
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Abstract

It is expected that stock prices can be affected by the local and overseas political and economic events. We extract events from the financial news of Chinese local newspapers which are available on the web, the news are matched against stock prices databases and a new method is proposed for the mining of frequent temporal patterns.

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Ng, A., & Fu, A. W. C. (2003). Mining frequent episodes for relating financial events and stock trends. In Lecture Notes in Artificial Intelligence (Subseries of Lecture Notes in Computer Science) (Vol. 2637, pp. 27–39). Springer Verlag. https://doi.org/10.1007/3-540-36175-8_4

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