A stock market portfolio recommender system based on association rule mining.
Preeti Paranjape-VoditelUmesh DeshpandePublished in: Appl. Soft Comput. (2013)
Keyphrases
- association rule mining
- stock market
- recommender systems
- portfolio optimization
- investment strategies
- association rules
- portfolio management
- trading rules
- stock exchange
- market data
- financial data
- data mining techniques
- stock price
- financial time series
- short term
- financial markets
- stock index futures
- mining algorithm
- discovered association rules
- transaction costs
- pattern discovery
- portfolio selection
- stock data
- frequent itemsets
- itemsets
- data mining
- association rule mining algorithm
- associative classification
- knowledge discovery
- user profiles
- stock returns
- interesting rules
- interestingness measures
- financial news
- genetic network programming
- positive and negative association rules
- chinese stock market
- long term
- data analysis