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2016 | OriginalPaper | Buchkapitel

Associations Rules Between Sector Indices on the Warsaw Stock Exchange

verfasst von : Krzysztof Karpio, Piotr Łukasiewicz, Arkadiusz Orłowski

Erschienen in: Perspectives in Business Informatics Research

Verlag: Springer International Publishing

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Abstract

In this paper an Association Rules data mining technique is adopted to explore the co-movement between sector indices listed on the Warsaw Stock Exchange. The sector indices describe various parts of the Polish economy as well as Ukrainian companies and are not as sensitive to individual random events as single companies are. The measures describing discovered rules are calculated and strong rules are selected. Based on the strong rules the relations between parts of the Polish economy are presented. The interesting mutual interrelations between parts of Polish and Ukrainian economies are also observed.

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Metadaten
Titel
Associations Rules Between Sector Indices on the Warsaw Stock Exchange
verfasst von
Krzysztof Karpio
Piotr Łukasiewicz
Arkadiusz Orłowski
Copyright-Jahr
2016
DOI
https://doi.org/10.1007/978-3-319-45321-7_22