In this paper, association rules were applied to mining patterns in stock K-line trend. The pattern which ordinary investors interested in is defined as T-RG (Three-Red Guards). In the mining process, we take the K-li...In this paper, association rules were applied to mining patterns in stock K-line trend. The pattern which ordinary investors interested in is defined as T-RG (Three-Red Guards). In the mining process, we take the K-line in A-share markets as objects. Through the analysis, investors can select the appropriate point of purchase and selling point. With the help of T-RG, investors can better improve the chance of short-term investment success in A-share markets. In order to explore and validate the T-RG, the main contents of this paper include the following aspects: putting forward a method that judge the validity of rules based on confidence-lift;proposing the meta rule that corresponds to the pattern of T-RG;developing a computer program to extract the T-RG using MATLAB, which supports batch mining;leading fundamental factors into correspondence analysis with identification indexes;reminding the selected stocks, so as to verify the reliability of the identification indexes. According to the above research, something can be learned: In A-share markets, the higher the discriminant index value is, the less number of shares meeting the requirements is;the same discriminant index value, the stock proportion has difference among plates. Confidence P1, P2 and Lift are extremely related to the GC (General Capital), and Lift is extremely related to the Ind (Industry). In the GEM, confidence P1 of mid-cap is near [0.7,1], Lift is near (1,3), confidence P1 of the manufacturing industry is near [0.7,1].展开更多
There have been multiple techniques to discover action-rules, but the problem of triggering those rules was left exclusively to domain knowledge and domain experts. When meta-actions are applied on objects to trigger ...There have been multiple techniques to discover action-rules, but the problem of triggering those rules was left exclusively to domain knowledge and domain experts. When meta-actions are applied on objects to trigger a specific rule, they might as well trigger transitions outside of the target action rule scope. Those additional transitions are called side effects, which could be positive or negative. Negative side effects could be devastating in some domains such as healthcare. In this paper, we strive to reduce those negative side effects by extracting personalized action rules. We proposed three object-grouping schemes with regards to same negative side effects to extract personalized action rules for each object group. We also studied the tinnitus handicap inventory data to apply and compare the three grouping schemes.展开更多
文摘In this paper, association rules were applied to mining patterns in stock K-line trend. The pattern which ordinary investors interested in is defined as T-RG (Three-Red Guards). In the mining process, we take the K-line in A-share markets as objects. Through the analysis, investors can select the appropriate point of purchase and selling point. With the help of T-RG, investors can better improve the chance of short-term investment success in A-share markets. In order to explore and validate the T-RG, the main contents of this paper include the following aspects: putting forward a method that judge the validity of rules based on confidence-lift;proposing the meta rule that corresponds to the pattern of T-RG;developing a computer program to extract the T-RG using MATLAB, which supports batch mining;leading fundamental factors into correspondence analysis with identification indexes;reminding the selected stocks, so as to verify the reliability of the identification indexes. According to the above research, something can be learned: In A-share markets, the higher the discriminant index value is, the less number of shares meeting the requirements is;the same discriminant index value, the stock proportion has difference among plates. Confidence P1, P2 and Lift are extremely related to the GC (General Capital), and Lift is extremely related to the Ind (Industry). In the GEM, confidence P1 of mid-cap is near [0.7,1], Lift is near (1,3), confidence P1 of the manufacturing industry is near [0.7,1].
文摘There have been multiple techniques to discover action-rules, but the problem of triggering those rules was left exclusively to domain knowledge and domain experts. When meta-actions are applied on objects to trigger a specific rule, they might as well trigger transitions outside of the target action rule scope. Those additional transitions are called side effects, which could be positive or negative. Negative side effects could be devastating in some domains such as healthcare. In this paper, we strive to reduce those negative side effects by extracting personalized action rules. We proposed three object-grouping schemes with regards to same negative side effects to extract personalized action rules for each object group. We also studied the tinnitus handicap inventory data to apply and compare the three grouping schemes.
