Sequential pattern mining of price interactions
Nuno Cavalheiro Marques, Luís Cavique · 2013
Abstract. The computational analysis of large quantities of data is an important asset for the economic study of interactions among so-cial agents. However, most of available frequent pattern discovery tech-niques result in a huge number of rules and scalability problems that end up requiring unnecessary subjectivity in data interpretation. This work presents Ramex-Forum, a visualization technique that can high-light important relations often hidden in economic data. A case study using recent asset prices on global economic data confirm the usefulness of the approach for expressingeconomic influence cues as poly-trees.