TY  - JOUR
T1  - Identification of Unique Trend Dynamics in An Integrated Investment Decision-Support Framework
AU - , Wanli Chen AU - , Zhe Qin 
JO  - Asian Journal of Information Technology
VL  - 5
IS  - 7
SP  - 742
EP  - 749
PY  - 2006
DA  - 2001/08/19
SN  - 1682-3915
DO  - ajit.2006.742.749
UR  - https://makhillpublications.co/view-article.php?doi=ajit.2006.742.749
KW  - Unique trends
KW  -integrated investment framework
AB  - In stock markets, the performance of traditional technology-based investment methods is limited because they only take into account single-dimensional event factors. The study shows how the integration of multi-dimensional stock market dynamics can improve performance and proposes a three-layer integrated investment decision-support framework. In the framework, we emphasize on one key dynamics that previous studies have neglected: unique trends of stocks-the patterns which only relate to individual stocks themselves. We adopted a Domain Knowledge-dependent AutoSplit method to study the dynamics and investigate its usage. Our experiments showed that this key dynamics plays an important role in investment decision making and it is an essential part of the framework. The integrated investment framework with incorporating this key dynamics is promising and our experimental results showed that it outperformed single-dimensional traditional methods and benchmark indices.
ER  -