Intertransaction Class Association Rule Mining Based on Genetic Network Programming and Its Application to Stock Market Prediction
Yuchen Yang, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa · SICE Journal of Control Measurement and System Integration · 2010
Intertransaction association rules have been reported to be useful in many fields such as stock market prediction, but still there are not so many efficient methods to dig them out from large data sets. Furthermore, how to use and measure these more complex rules should be considered carefully. In this paper, we propose a new intertransaction class association rule mining method based on Genetic Network Programming (GNP), which has the ability to overcome some shortages of Apriori-like based intertransaction association methods. Moreover, a general classifier model for intertransaction rules is also introduced. In experiments on the real world application of stock market prediction, the method shows its efficiency and ability to obtain good results and can bring more benefits with a suitable classifier considering larger interval span.