Mining stock category association and cluster on Taiwan stock market

doi:10.1016/j.eswa.2007.06.001

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 期刊論文 > Item 987654321/50395

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題名:	Mining stock category association and cluster on Taiwan stock market
作者:	廖述賢;Liao, Shu-hsien;Ho, Hsu-hui;Lin, Hui-wen
貢獻者:	淡江大學經營決策學系
關鍵詞:	Data mining;Association rule;Cluster analysis;Stock market analysis;Stock portfolio
日期:	2008-07
上傳時間:	2010-08-09 16:44:14 (UTC+8)
出版者:	Oxford: Pergamon
摘要:	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.
關聯:	Expert Systems with Applications 35(1-2), pp.19-29
DOI:	10.1016/j.eswa.2007.06.001
顯示於類別:	[管理科學學系暨研究所] 期刊論文

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