Application of association rules in stock plate cointegration analysis
Zhou Chaoliang · Computer Engineering and Applications Journal · 2013
Apriori algorithm is a classical algorithm of association rules mining,in view of the deficiency of the Apriori algorithm some improvements are made.The new algorithm uses vertical data format,and improves the method of connecting the item to generate candidate.In order to study the stock plate cointegration phenomenon,the improved algorithm is applied to the stock plate index analysis.Experimental result shows that the improved algorithm can quickly find the corelation of the stock plate,it has a certain guiding role in the stock market analysis and investment decisions.