Inter-stock Trend Prediction of Stock Market using Outlier Mining and Association Rule Mining

نویسندگان

  • R. V. Argiddi
  • S. T. Patel
  • Yongen Luo
  • Jicheng Hu
  • Xiaofeng Wei
  • Dongjian Fang
  • Heng Shao
  • Suraiya Jabin
  • Yu-Feng Jiang
  • Chun-Ping Li
  • Jun-Zhou Han
  • Priti Saxena
  • Bhaskar Pant
  • R. H. Goudar
  • Varun Chandola
  • Arindam Banerjee
چکیده

With the advancement of storage techniques and Digitization of work in every field, the amount of stored data is tremendously increasing. Influence in Information Technology has caused a sizeable change in every sector of the digitized world. One of such sectors is the stock market where data changes constantly. The economy of the country is indicative of the stock market; this sector needs more support for its development in developing countries, which now rely to a great extent on Investments. Stock market generates a large amount of data on daily basis. Using Data Mining techniques like Clustering, Outlier Mining, Association Rule various operations will be performed to analyze the data and retrieve information. This information will serve us to predict the trend of the stock. Ups and downs in stocks of different companies may be related and so may be their trends. The historical data of such companies will be used to derive the relation to determine the collateral effect on the related stocks and the trend, if any.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stock price prediction using the Chaid rule-based algorithm and particle swarm optimization (pso)

Stock prices in each industry are one of the major issues in the stock market. Given the increasing number of shareholders in the stock market and their attention to the price of different stocks in transactions, the prediction of the stock price trend has become significant. Many people use the share price movement process when com-paring different stocks while investing, and also want to pred...

متن کامل

Prediction-Based Portfolio Optimization Model for Iran’s Oil Dependent Stocks Using Data Mining Methods

This study applied a prediction-based portfolio optimization model to explore the results of portfolio predicament in the Tehran Stock Exchange. To this aim, first, the data mining approach was used to predict the petroleum products and chemical industry using clustering stock market data. Then, some effective factors, such as crude oil price, exchange rate, global interest rate, gold price, an...

متن کامل

A Decision Tree- Rough Set Hybrid System for Stock Market Trend Prediction

Prediction of stock market trends has been an area of great interest both to those who wish to profit by trading stocks in the stock market and for researchers attempting to uncover the information hidden in the stock market data. Applications of data mining techniques for stock market prediction, is an area of research which has been receiving a lot of attention recently. This work presents th...

متن کامل

Stock Movement Prediction AndN - Dimensional Inter - Transaction Association

1 Inadequacy in association rule mining for stock movement prediction Among all the data mining problems, discovering association rules from large databases is probably the most signiicant contribution from the database community to the eld 1, 2, 5, 9, 10, 7]. The most often cited application of association rules is market basket analysis using transaction databases from supermarkets and depart...

متن کامل

Forecasting Stock Trend by Data Mining Algorithm

Stock trend forecasting is a one of the main factors in choosing the best investment, hence prediction and comparison of different firms’ stock trend is one method for improving investment process. Stockholders need information for forecasting firm’s stock trend in order to make decision about firms’ stock trading. In this study stock trend, forecasting performs by data mining algorithm. It sho...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017