Mining stock category association and cluster on Taiwan stock market

doi:10.1016/j.eswa.2007.06.001

機構典藏 > College of Business and Management > Department of Management Sciences > Journal Article > Item 987654321/50395

Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/50395

Title:	Mining stock category association and cluster on Taiwan stock market
Authors:	廖述賢;Liao, Shu-hsien;Ho, Hsu-hui;Lin, Hui-wen
Contributors:	淡江大學經營決策學系
Keywords:	Data mining;Association rule;Cluster analysis;Stock market analysis;Stock portfolio
Date:	2008-07
Issue Date:	2010-08-09 16:44:14 (UTC+8)
Publisher:	Oxford: Pergamon
Abstract:	One of the most important problems in modern finance is finding efficient ways to summarize and visualize the stock market data to give individuals or institutions useful information about the market behavior for investment decisions. The enormous amount of valuable data generated by the stock market has attracted researchers to explore this problem domain using different methodologies. This paper investigates stock market investment issues on Taiwan stock market using a two-stage data mining approach. The first stage Apriori algorithm is a methodology of association rules, which is implemented to mine knowledge and illustrate knowledge patterns and rules in order to propose stock category association and possible stock category investment collections. Then the K-means algorithm is a methodology of cluster analysis implemented to explore the stock cluster in order to mine stock category clusters for investment information. By doing so, this paper proposes several possible Taiwan stock market portfolio alternatives under different circumstances.
Relation:	Expert Systems with Applications 35(1-2), pp.19-29
DOI:	10.1016/j.eswa.2007.06.001
Appears in Collections:	[Department of Management Sciences] Journal Article

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