Discovery Stock Trading Patterns: A Case Study of Thai Stock Market
Anantaporn Srisawat · International Journal of Intelligent Information Processing · 2012
Stock trading is a popular approach for money investment. This paper focuses on Thai stock market which has hundreds of individual stocks. The aim of this paper is to apply an association rule mining technique for discovering the relationships between individual stocks. The transactional dataset used to generate the rules consists of 242 trading days from 4 January 2010 to 30 December 2010, and 79 trading days from 4 January to 29 April 2011 were used as a test set to evaluate the predictive performance of the discovered rules. The results show that the rules can predict the trends of related individual stocks. In addition, these rules may help beginner stock traders to preliminary select interesting stocks for further analysis.