Inter-transaction association rule mining in the Indonesia stock exchange market

Stock exchanges have a major impact on Indonesia economy condition as well as on the global economy. Stock activities forecasting is still a challenging issue which is a high demand for stock actors. Therefore, there is still a need to develop an application that is capable to accurately predict dir...

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Hauptverfasser: Widiputra, H., Pahlevi, B.
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description Stock exchanges have a major impact on Indonesia economy condition as well as on the global economy. Stock activities forecasting is still a challenging issue which is a high demand for stock actors. Therefore, there is still a need to develop an application that is capable to accurately predict directions of stock price movement. This research proposes a data mining technique to model relationship between company stocks with other company stocks listed in the Indonesia Stock Exchange in a form of association rules. It is expected that extracted rules can be of a help to predict future stock prices movements with significant level of accuracy.
doi_str_mv 10.1109/URKE.2012.6319532
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identifier ISBN: 9781467314596
ispartof 2012 2nd International Conference on Uncertainty Reasoning and Knowledge Engineering, 2012, p.149-152
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language eng
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source IEEE Electronic Library (IEL) Conference Proceedings
subjects Accuracy
Association Rule Mining
Association rules
Companies
Data mining
Industries
inter-transaction
Prediction algorithms
Stock markets
stock price movement
title Inter-transaction association rule mining in the Indonesia stock exchange market
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