A Stock Trading Recommender System Based on Temporal Association Rule Mining

Binoy B. Nair, V. P. Mohandas, Nikhil Nayanar, E. S. R. Teja, S. Vigneshwari and K. V. N. S. Teja

SAGE Open, 2015, vol. 5, issue 2, 2158244015579941

Abstract: Recommender systems capable of discovering patterns in stock price movements and generating stock recommendations based on the patterns thus discovered can significantly supplement the decision-making process of a stock trader. Such recommender systems are of great significance to a layperson who wishes to profit by stock trading even while not possessing the skill or expertise of a seasoned trader. A genetic algorithm optimized Symbolic Aggregate approXimation (SAX)–Apriori based stock trading recommender system, which can mine temporal association rules from the stock price data set to generate stock trading recommendations, is presented in this article. The proposed system is validated on 12 different data sets. The results indicate that the proposed system significantly outperforms the passive buy-and-hold strategy, offering scope for a layperson to successfully invest in capital markets.

Keywords: stock; trading; recommender; association; mining (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:sae:sagope:v:5:y:2015:i:2:p:2158244015579941

DOI: 10.1177/2158244015579941

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