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

Ya Wen Chang Chien, Yen Liang Chen

研究成果: 雜誌貢獻期刊論文同行評審

68 引文 斯高帕斯(Scopus)

摘要

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.

原文???core.languages.en_GB???
頁(從 - 到)605-614
頁數10
期刊Knowledge-Based Systems
23
發行號6
DOIs
出版狀態已出版 - 8月 2010

指紋

深入研究「Mining associative classification rules with stock trading data-A GA-based method」主題。共同形成了獨特的指紋。

引用此