Thinking the Hedge Strategies during the Financial Tsunami by Data mining:A Case Study of Taiwan Stock Exchange
After Taiwan becomes the 144th member of the World Trade Organization (WTO) on 2002,it also becomes a part of the global economic system.Therefore,when the financial tsunami influenced the global economy in 2007,it was inevitable that all transactions and professions in Taiwan could hardly survive,and the securities industry,of course,bore the brunt.Based on the exchange data of a Taiwan K-brokers orders,this research conducts an empirical case study by means of Data Mining.We adopt RFM (Recency,Frequency,and Monetary) modeling index to get the data,and then group the customers by Cluster Analysis of K-means and find out the transaction behaviors of indicative customers in each group around the financial tsunami.Finally,we summarize those users behavior of the hedging operations to be the reference models Taiwan stock market during the financial tsunami.
Financial Tsunami RFM Model Data Mining
Shih-Chih Chen Shih-Chi Liu Huei-Huang Chen Jang-Ruey Tzeng
Department of Information Management, Tatung University, No.40, Sec.3, ZhongshanN.Rd., Taipei City 1 Department of Computer Science and Engineering, Tatung University, No.40, Sec.3,Zhongshan N.Rd., Tai
国际会议
台湾
英文
2395-2399
2011-12-11（万方平台首次上网日期，不代表论文的发表时间）