Title :
Inter-transaction association rule mining in the Indonesia stock exchange market
Author :
Widiputra, Harya ; Pahlevi, Bagus
Author_Institution :
Fac. of Inf. Technol., Perbanas Inst., Jakarta, Indonesia
Abstract :
Stock exchanges have a major impact on Indonesia economy condition as well as on the global economy. Stock activities forecasting is still a challenging issue which is a high demand for stock actors. Therefore, there is still a need to develop an application that is capable to accurately predict directions of stock price movement. This research proposes a data mining technique to model relationship between company stocks with other company stocks listed in the Indonesia Stock Exchange in a form of association rules. It is expected that extracted rules can be of a help to predict future stock prices movements with significant level of accuracy.
Keywords :
data mining; pricing; stock markets; Indonesia economy condition; Indonesia stock exchange market; company stocks; data mining technique; global economy; intertransaction association rule mining; stock activities forecasting; stock price movement; Accuracy; Association rules; Companies; Industries; Prediction algorithms; Stock markets; Association Rule Mining; Data mining; inter-transaction; stock price movement;
Conference_Titel :
Uncertainty Reasoning and Knowledge Engineering (URKE), 2012 2nd International Conference on
Conference_Location :
Jalarta
Print_ISBN :
978-1-4673-1459-6
DOI :
10.1109/URKE.2012.6319532
