Browsing by Author "Ou Yuming"

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Browsing by Author "Ou Yuming"

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  • Adaptive Anomaly Detection of Coupled Activity Sequences 
    Ou Yuming; Cao Longbing; Zhang Chengqi (IEEE, 2009)
    Many real-life applications often involve multiple sequences, which are coupled with each other. It is unreasonable to either study the multiple coupled sequences separately or simply merge them into one sequence, because ...
  • Data Mining Applications in Social Security 
    Zhao Yanchang; Zhang Huaifeng; Cao Longbing; Bohlscheid Hans-Michael; Ou Yuming; Zhang Chengqi (Springer-Verlag, 2009)
    This chapter presents four applications of data mining in social security. The first is an application of decision tree and association rules to find the demographic patterns of customers. Sequence mining is used in the ...
  • Detecting Abnormal Coupled Sequences and Sequence Changes in Group-based Manipulative Trading Behaviors 
    Cao Longbing; Ou Yuming; Yu Philip; Wei Gang (ACM, 2010)
    In capital market surveillance, an emerging trend is that a group of hidden manipulators collaborate with each other to manipulate three trading sequences: buy-orders, sell-orders and trades, through carefully arranging ...
  • Detecting Turning Points of Trading Price and Return Volatility for Market 
    Ou Yuming; Cao Longbing; Yu Ting; Zhang Chengqi (The Institute of Electrical and Electronic Engineers Inc (IEEE), 2007)
    Trading agent concept is very useful for trading strategy design and market mechanism design. In this paper, we introduce the use of trading agent for market surveillance. Market surveillance agents can be developed ...
  • Discovering debtor patterns of Centrelink customers 
    Morrow Yvonne; Ou Yuming; Zhao Yanchang; Ni Jiarui; Zhang Chengqi; Cao Longbing (Australian Computer Society, 2006)
    Data mining is currently becoming an increasingly hot research field, but a large gap still remains between the research of data mining and its application in real-world business. As one of the largest data users in ...
  • Domain-Driven Local Exceptional Pattern Mining for Detecting Stock Price Manipulation 
    Ou Yuming; Cao Longbing; Luo Chao; Zhang Chengqi (Springer, 2008)
    Recently, a new data mining methodology, Domain Driven Data Mining (D3M), has been developed. On top of data-centered pattern mining, D3M generally targets the actionable knowledge discovery under domain-specific circumstances. ...
  • e-NSP: efficient negative sequential pattern mining based on identified positive patterns without database rescanning 
    Dong Xiangjun; Zheng Zhigang; Cao Longbing; Zhao Yanchang; Zhang Chengqi; Li Jinjiu; Wei Wei; Ou Yuming (ACM, 2011)
    Mining Negative Sequential Patterns (NSP) is much more challenging than mining Positive Sequential Patterns (PSP) due to the high computational complexity and huge search space required in calculating Negative Sequential ...
  • Exception Mining on Multiple Time Series in Stock Market 
    Luo Chao; Zhao Yanchang; Cao Longbing; Ou Yuming; Zhang Chengqi (Springer, 2008)
    This paper presents our research on exception mining on multiple time series data which aims to assist stock market surveillance by identifying market anomalies. Traditional technologies on stock market surveillance have ...
  • Identifying interesting visitors through Web log classification 
    Yu Jeffrey; Ou Yuming; Zhang Chengqi; Zhang Shichao (Institute of Electrical and Electronics Engineers, 2005)
  • Is minimum-support appropriate to identifying large itemsets? 
    Zhang Shichao; Liu Li; Lu Jingli; Ou Yuming (Springer-Verlag, 2004)
    Apriori-like algorithms have been based on the assumption that users can specify the minimum-support for their databases. In this paper, we propose a fuzzy strategy for identifying interesting itemsets without specifying ...
  • Market Microstructure Patterns Powering Trading and Surveillance Agents 
    Cao Longbing; Ou Yuming (Graz University of Technology, 2008)
    Market Surveillance plays important mechanism roles in constructing market models. From data analysis perspective, we view it valuable for smart trading in designing legal and profitable trading strategies and smart ...
  • Mining Exceptional Activity Patterns in Microstructure Data 
    Ou Yuming; Cao Longbing; Luo Chao; Liu Li (IEEE Computer Society, 2008)
    Market Surveillance plays an important role in maintaining market integrity, transparency and fairnesss. The existing trading pattern analysis only focuses on interday data which discloses explicit and high-level market ...
  • Mining High Impact Exceptional Behavior Patterns 
    Cao Longbing; Zhao Yanchang; Figueiredo Fernando; Ou Yuming; Luo Dan (Springer-Verlag, 2007)
  • Outlier Mining on Multiple Time Series Data in Stock Market 
    Luo Chao; Zhao Yanchang; Cao Longbing; Ou Yuming; Liu Li (Springer, 2008)
    In stock market, the key surveillance function is identifying market anomalies, such as insider trading and market manipulation, to provide a fair and efficient trading platform [2,6]. Insider trading refers to the trades ...
  • Recent Advances of Exception Mining in Stock Market 
    Luo Chao; Zhao Yanchang; Luo Dan; Ou Yuming; Liu Li (IGI-Global, 2010)
    This chapter aims to provide a comprehensive survey of the current advanced technologies of exception mining in stock market. The stock market surveillance is to identify market anomalies so as to provide a fair and efficient ...