An Association Rule Mining Based Stock Market Recommender System
Preeti Paranjape-Voditel, Umesh Ashok Deshpande · 2011
We propose an Association Rule Mining (ARM) based Recommender system for the stock markets. Normally technical and fundamental analyses are a basis of prediction of stock price. Several systems exist for monitoring and prediction of stock prices. But these deal with individual stocks. They do not give the inter-relationship between stocks or their relationship with the stock market INDEX. Our method uses ARM, fuzzy ARM, weighted fuzzy ARM, ARM with time lags, fuzzy ARM with time lags and weighted fuzzy ARM with time lags to predict relationships between stocks, which is used as the basis for portfolio management and in recommendations for mutual funds.