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
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;
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
