Mātauranga

Changes

• 1/7/2009:
  Added 1 Association Rule Mining paper no. 25 and added a new page in the reading section “Stock Market” and 4 new papers no. 1-4.
• 1/8/2009:
  Updated Richky page.
• 1/9/2009:
  Added CT-PRO paper as main paper and reading material in association rule mining no. 26. Added richkylie as administrator user.

Thesis Title

Finding Rules of Inter-Stock Exchange Movements using CT-PRO Algorithm

Abstract

In this paper, implementing an inter-transaction CT-PRO algorithm to mine stock market data is proposed. CT-PRO is a frequent item mining algorithm using compressed tree. However, CT-PRO algorithm only able to mine data intra-transactionly. Mining stock market data inter-transactionly will not give us the result we desire. The result cannot help us in predicting the future values of the stock market. Thus, this paper will try to use inter-transaction algorithm to mine the stock market data. The main objective is to modify the CT-PRO algorithm so it will be able to mine stock market data inter-transactionly.

Method

Gathering data is done by searching from available sources such as the Internet. The time span of the data to be mined is of at least 5 years time of stock market daily data. CT-PRO algorithm is used to find the frequent itemsets from the data.

Main Paper

1. Yudho Giri Sucahyo and Raj P. Gopalan, “CT-PRO: A Bottom-Up Non Recursive Frequent Itemset Mining Algorithm Using Compressed FP-Tree Data Structure,” 2004.
2. Hongjun Lu, Jiawei Han and Ling Feng, “Stock movement prediction and n-dimensional inter-transaction association rules,” 1998.
3. Jo Ting, Tak-chung Fu, and Fu-lai Chung, “Mining of Stock Data: Intra- and Inter-Stock Pattern Associative Classification,” 2006.
4. Anthony K. H. Tung, Hongjun Lu, Jiawei Han and Ling Feng, “Breaking the Barrier of Transactions: Mining Inter-Transaction Association Rules,” 1999.