Misc,
Stock Movement Prediction And N-Dimensional Inter-Transaction Association Rules (Extended Abstract)
(1998)
Abstract
Hongjun Lu 1 Jiawei Han 2 Ling Feng 3 1 The Hong Kong University of Science and Technology, China. luhj@cs.ust.hk 2 Simon Fraser University, Canada. han@cs.sfu.ca 3 The Hong Kong Polytechnic University, China. cslfeng@comp.polyu.edu.hk 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 significant contribution from the database community to the field 1, 2, 5, 9, 10, 7. The most often cited application of association rules is market basket analysis using transaction databases from supermarkets and departmental stores. We can discover rules like R 1 : 80% of customers who bought diaper also bought beer (diaper ) beer (20%; 80%)), where 80% is the confidence level of the rule and 20% is the support level of the rule indicating how frequent the rule holds. Association rules for prediction The same concept can be applied to other applications as wel...
