Study on Mining Association Rules from Stock Time Series Data

Xian Tan

doi:10.4028/www.scientific.net/AMM.303-306.1119

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 303-306Study on Mining Association Rules from Stock Time...

Study on Mining Association Rules from Stock Time Series Data

Abstract:

Rough set theory is a kind of ambiguity and imprecision new mathematical tools, using precise mathematical analysis of imprecise system an ideal method. Rough set theory has powerful data reduction capability, this paper rough set theory to model the stock time series data, reduction, rule extraction, study the ups and downs of the relationship between the stock price, the use of advanced data mining techniques to dig out price linkage between stock association rules, has a very important significance.

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Periodical:

Applied Mechanics and Materials (Volumes 303-306)

Pages:

1119-1124

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.303-306.1119

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Online since:

February 2013

Authors:

Xian Tan

Keywords:

Association Rule Mining, Sequential Pattern Mining, Soft Computing, Time Series

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References

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