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Tsinghua Science and Technology 2013, 18(1): 68-76 https://doi.org/10.1109/TST.2013.6449410
Open Access | Issue | Published: 07 February 2013

Knowledge Map Mining of Financial Data

Show Author's Information Wenhui Shou,  Wenhui Fan( ),  Boyuan Liu,  Yuyang Lai
Department of Automation, Tsinghua University, Beijing 100084, China
SOYOTEC Technologies Co., Ltd., Beijing 100081, China.
Keywords:
data mining, Knowledge Map (KM), health monitoring, crisis warning
Cite this article:
Shou W, Fan W, Liu B, et al. Knowledge Map Mining of Financial Data. Tsinghua Science and Technology, 2013, 18(1): 68-76. https://doi.org/10.1109/TST.2013.6449410
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Abstract Full text About this article

The Knowledge Map (KM) concept, which was derived from the Fuzzy Cognitive Map (FCM), is used to describe and manage knowledge. KM provides insight into the interdependencies and uncertainties contained in the system. This paper uses a model-free method to mine KMs in historical data to analyze component stock corporations of the Shanghai Stock 50 index. The analyses use static and time-domain analyses. The results indicate that a knowledge map is useful for representing knowledge and for monitoring the health of companies. Furthermore, sudden changes of the key features of the KMs should be taken seriously by policymakers as an alarm of a crisis.


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About this article

Knowledge Map Mining of Financial Data

Show Author's information Wenhui Shou, Wenhui Fan( ), Boyuan Liu, Yuyang Lai
Department of Automation, Tsinghua University, Beijing 100084, China
SOYOTEC Technologies Co., Ltd., Beijing 100081, China.

Abstract

The Knowledge Map (KM) concept, which was derived from the Fuzzy Cognitive Map (FCM), is used to describe and manage knowledge. KM provides insight into the interdependencies and uncertainties contained in the system. This paper uses a model-free method to mine KMs in historical data to analyze component stock corporations of the Shanghai Stock 50 index. The analyses use static and time-domain analyses. The results indicate that a knowledge map is useful for representing knowledge and for monitoring the health of companies. Furthermore, sudden changes of the key features of the KMs should be taken seriously by policymakers as an alarm of a crisis.

Keywords: data mining, Knowledge Map (KM), health monitoring, crisis warning

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Publication history

Received: 20 April 2012
Accepted: 23 November 2012
Published: 07 February 2013
Issue date: February 2013

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© The author(s) 2013

Acknowledgements

This work was supported in part by the National Natural Science Foundation of China (No. 60874066) and the National High-Tech Research and Development (863) Program of China (No. 2009AA110302).

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