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dc.contributor.authorMehmet Arabacı
dc.contributor.authorArmağan Aktuğ
dc.contributor.authorGurdal Ertek
dc.date.accessioned2018-04-03T06:26:33Z
dc.date.available2018-04-03T06:26:33Z
dc.date.issued2011
dc.identifier.urihttps://dspace.adu.ac.ae/handle/1/978
dc.descriptionArabaci, M., Aktuğ, A., & Ertek, G. (2011, June). Actionable insights through association mining of exchange rates: A case study. In Innovations in Intelligent Systems and Applications (INISTA), 2011 International Symposium on (pp. 101-106). IEEE.en_US
dc.description.abstractAssociation mining is the methodology within data mining that researches associations among the elements of a given set, based on how they appear together in multiple subsets of that set. Extensive literature exists on the development of efficient algorithms for association mining computations, and the fundamental motivation for this literature is that association mining reveals actionable insights and enables better policies. This motivation is proven valid for domains such as retailing, healthcare and software engineering, where elements of the analyzed set are physical or virtual items that appear in transactions. However, the literature does not prove this motivation for databases where items are “derived items”, rather than actual items. This study investigates the association patterns in changes of exchange rates of US Dollar, Euro and Gold in the Turkish economy, by representing the percentage changes as “derived items” that appear in “derived market baskets”, the day on which the observations are made. The study is one of the few in literature that applies such a mapping and applies association mining in exchange rate analysis, and the first one that considers the Turkish case. Actionable insights, along with their policy implications, demonstrate the usability of the developed analysis approach.en_US
dc.language.isoen_USen_US
dc.publisherIEEEen_US
dc.subjectAssociation Miningen_US
dc.subjectCase Studyen_US
dc.subjectFinanceen_US
dc.subjectExchange Ratesen_US
dc.subjectInvestment Scienceen_US
dc.subjectPortfolio Managementen_US
dc.titleActionable Insights Through Association Mining of Exchange Rates: A Case Studyen_US
dc.typeArticleen_US
dc.identifier.doihttps://doi.org/10.1109/INISTA.2011.5946082


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