基于关联规则的股票时间序列趋势预测研究-计算机软件与理论专业论文.docxVIP

改进算法。为了更好地挖掘股市信息，就必须结合股市的特点，特别是 改进算法。为了更好地挖掘股市信息，就必须结合股市的特点，特别是 股票自身的运作规律，股票的走势包含了数以万计人的思维和智慧，必 须通过详细和耐心的观察才能学之一二。经过长期学习、跟踪股市及模 拟演练，挖掘出在股市中存在的这样一些带有时间约束的规律——在某 个时间段w(如一天)内，如果股票A的收盘价上涨超过2％，成交量大于 VOI—min(某个设定的阈值)，那么间隔DAY个时间段(如两天)后的那个 时间段(即第三天)内股票B和股票C会以80％的可能性也上涨(或下跌)。 最后在M i crosoft V l sua I C++6．0环境下完成了对股票数据的处 理、算法的改进及挖掘工作。实验验证了改进的Opt i m i zedApr i or i算法 的效率在一定程度上优于Apr ior i算法：同时挖掘出了大量关联规则，其 中一些颇具指导意义。 关键词： 关联规则时间序列成交量双事务 Ⅱ A A STUDY ON PREDICTION oF SToCK TIME SERIES TREND BASED oN ASSoCIATION RULES ABSTRACT The Stock index of china has been grow up from about 1 1 00 to 6000 since From January 2006 to June 2007．This situation is rare in the world．Although it contain huge change of rise from bottom，but it also make most of the investor to the great bad．With the economic growth and the conversion of people’S investmentconsciousness，the stock has become a more and more important part of economy．The investment in stock has become one of focuses of public topic．How to ke印the development and boom of stock market is becoming the emphasis of concern and research of manager and investor．The proceeds of stock investment always equal to the risk．That means the good proceeds is based on the poor risk of failure．Therefore the study of stock prediction method has great application value and theoretical significance． Traditional technical analysis and fundamental analysis also have their respective advantages and disadvantages．our stock market is becoming more mature day by day．This paper try to find a way to apply data mining technology into stock analysis to help investor get more information of the stock and enhance the analysis and judgement for some share，because there has no trusty way to predict stock market．Nowadays，we can use lots of statistical method of analysis to discover some concealed rules in stock information，thereby help investors to analyze and forecast the stock． Exploration of algorithms plays an important role in all Data Mining research．Data Mining