This project explores data mining for temporal associations within the stock market. The system used was a combination of the WPI WEKA data mining system as well as an event identification pre-processing module implemented as an extension of an existing algorithm. This implementation allows for complex templates to be identified in a sequence of numerical data in a more efficient manner than previously described. Applying this system to the financial domain produced a wide variety of descriptive associations.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Leung, Cinthia
• Holmes, Samuel Benjamin

Publisher

• Worcester Polytechnic Institute

Identifier

• 03D154M

Advisor

• Ruiz, Carolina

Year

• 2003

Date created

• 2003-01-01

Resource type

• Major Qualifying Project

Major

• Computer Science

Rights statement

• In Copyright