• DocumentCode
    3367312
  • Title

    The Research of Stock Predictive Model Based on the Combination of CART and DBSCAN

  • Author

    Yibu Ma

  • Author_Institution
    HSBC Bus. Sch., Peking Univ., Shenzhen, China
  • fYear
    2013
  • fDate
    14-15 Dec. 2013
  • Firstpage
    159
  • Lastpage
    164
  • Abstract
    Along with the development of electronic and intelligence in the world´s stock market advances, the accumulation of the stock data grows larger over time. It is of great concern on the ways to find the hidden rules of information in the mass of data. Given the background above, this paper explores the methods of data mining by using the combination of Decision tree algorithm and Clustering algorithm. In addition, this paper accomplishes stock forecasting by combining CART algorithm and DBSCAN algorithm to build a predictive model with good applicability through a large number of experiments for parameter testing. According to the works above, the predictive model has a high accuracy and provides a scientific theory supporting the investment decisions.
  • Keywords
    data mining; decision trees; financial data processing; pattern clustering; stock markets; CART algorithm; DBSCAN algorithm; clustering algorithm; data mining; decision tree algorithm; investment decisions; scientific theory; stock data; stock market advances; stock predictive model; Biological system modeling; Decision trees; Forecasting; Indexes; Market research; Predictive models; Testing; CART; DBSCAN; Data Mining; Stock Prediction;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational Intelligence and Security (CIS), 2013 9th International Conference on
  • Conference_Location
    Leshan
  • Print_ISBN
    978-1-4799-2548-3
  • Type

    conf

  • DOI
    10.1109/CIS.2013.40
  • Filename
    6746376