淡江大學機構典藏:Item 987654321/64933
English  |  正體中文  |  简体中文  |  Items with full text/Total items : 56738/90513 (63%)
Visitors : 12090803      Online Users : 40
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/64933


    Title: Mining the co-movement between foreign exchange rates and category stock indexes in the Taiwan financial capital market
    Authors: Liao, Shu-Hsien;Chu, Pei-Hui;You, Ying-Lu
    Contributors: 淡江大學管理科學學系
    Keywords: Foreign exchange rate;Category stock indexes;Co-movement;Portfolio;Data mining;Association rules
    Date: 2011-04
    Issue Date: 2011-10-20 16:11:39 (UTC+8)
    Publisher: Kidlington: Pergamon
    Abstract: 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.
    Relation: Expert Systems with Applications 38(4), pp.4608–4617
    DOI: 10.1016/j.eswa.2010.09.134
    Appears in Collections:[Department of Management Sciences] Journal Article

    Files in This Item:

    File SizeFormat
    index.html0KbHTML189View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback