• DocumentCode
    559689
  • Title

    An application of association rule mining based on stock market

  • Author

    Srisawat, Anantaporn

  • Author_Institution
    Dept. of Comput. Sci., King Mongkut´´s Inst. of Technol. Ladkrabang, Bangkok, Thailand
  • fYear
    2011
  • fDate
    24-26 Oct. 2011
  • Firstpage
    259
  • Lastpage
    262
  • Abstract
    Stock trading is a popular approach for money investment. This paper focuses on Thai stock market which has hundreds of individual stocks. The aim of this paper is to apply an association rule mining technique for discovering the relationships between individual stocks. The transactional dataset used to generate the rules consists of 242 trading days from 4 January 2010 to 30 December 2010. The results from the discovered association rules can indicate the trends of related individual stocks. In addition, these rules may help beginner stock traders to preliminary select interesting stocks for further analysis.
  • Keywords
    data mining; stock markets; Thailand; association rule mining; money investment; stock market; stock trading; Association rules; Companies; Correlation; Indexes; Neural networks; Stock markets; Thai stock market; association rule; data mining; relationship between stocks; stock trading;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Data Mining and Intelligent Information Technology Applications (ICMiA), 2011 3rd International Conference on
  • Conference_Location
    Macao
  • Print_ISBN
    978-1-4673-0231-9
  • Type

    conf

  • Filename
    6108440
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=559689