Name
Abstract | ||
|---|---|---|
This paper addresses an approach that recommends investment types to stock investors by discovering useful rules from past changing patterns of stock prices in databases. First, we define a new rule model for recommending stock investment types. For a frequent pattern of stock prices, if its subsequent stock prices are matched to a condition of an investor, the model recommends a corresponding investment type for this stock. The frequent pattern is regarded as a rule head, and the subsequent part a rule body. We observed that the conditions on rule bodies are quite different depending on dispositions of investors while rule heads are independent of characteristics of investors in most cases. With this observation, we propose a new method that discovers and stores only the rule heads rather than the whole rules in a rule discovery process. This allows investors to impose various conditions on rule bodies flexibly, and also improves the performance of a rule discovery process by reducing the number of rules to be discovered. For efficient discovery and matching of rules, we propose methods for discovering frequent patterns, constructing a frequent pattern base, and its indexing. We also suggest a method that finds the rules matched to a query from a frequent pattern base, and a method that recommends an investment type by using the rules. Finally, we verify the effectiveness and the efficiency of our approach through extensive experiments with real-life stock data. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1109/COMPSAC.2008.20 | COMPSAC |
Keywords | Field | DocType |
stock databases,investment type,rule body,rule discovery,rule head,rule discovery process,rule bodies flexibly,useful rule,frequent pattern base,frequent pattern,new rule model,stock price,pattern matching,investment,indexation,indexes,databases,data mining | Data mining,Stock price,Computer science,Search engine indexing,Rule matching,Business process discovery,Pattern matching,Database | Conference |
Citations | PageRank | References |
0 | 0.34 | 10 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| You-Min Ha | 1 | 2 | 1.06 |
| Sanghyun Park | 2 | 729 | 80.64 |
| Sang-Wook Kim | 3 | 792 | 152.77 |
| Jung-Im Won | 4 | 86 | 10.56 |
| Jee-Hee Yoon | 5 | 49 | 8.70 |