Mining associative classification rules with stock trading data – A GA-based method

Associative classifiers are a classification system based on associative classification rules. Although associative classification is more accurate than a traditional classification approach, it cannot handle numerical data and its relationships. Therefore, an ongoing research problem is how to buil...

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Published inKnowledge-based systems Vol. 23; no. 6; pp. 605 - 614
Main Authors Chang Chien, Ya-Wen, Chen, Yen-Liang
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.08.2010
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Online AccessGet full text
ISSN0950-7051
1872-7409
DOI10.1016/j.knosys.2010.04.007

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Abstract Associative classifiers are a classification system based on associative classification rules. Although associative classification is more accurate than a traditional classification approach, it cannot handle numerical data and its relationships. Therefore, an ongoing research problem is how to build associative classifiers from numerical data. In this work, we focus on stock trading data with many numerical technical indicators, and the classification problem is finding sell and buy signals from the technical indicators. This study proposes a GA-based algorithm used to build an associative classifier that can discover trading rules from these numerical indicators. The experiment results show that the proposed approach is an effective classification technique with high prediction accuracy and is highly competitive when compared with the data distribution method.
AbstractList Associative classifiers are a classification system based on associative classification rules. Although associative classification is more accurate than a traditional classification approach, it cannot handle numerical data and its relationships. Therefore, an ongoing research problem is how to build associative classifiers from numerical data. In this work, we focus on stock trading data with many numerical technical indicators, and the classification problem is finding sell and buy signals from the technical indicators. This study proposes a GA-based algorithm used to build an associative classifier that can discover trading rules from these numerical indicators. The experiment results show that the proposed approach is an effective classification technique with high prediction accuracy and is highly competitive when compared with the data distribution method.
Author Chang Chien, Ya-Wen
Chen, Yen-Liang
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Keywords Data mining
Genetic algorithm
Numerical data
Associative classification rules
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Snippet Associative classifiers are a classification system based on associative classification rules. Although associative classification is more accurate than a...
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SubjectTerms Associative classification rules
Data mining
Genetic algorithm
Numerical data
Title Mining associative classification rules with stock trading data – A GA-based method
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