改进的Apriori算法在股票分析中的应用研究  

The Application and Research of Improved Apriori Algorithm in Stock Analysis

作　　者：王冬秀[1] 胡迎春[2] 李辉[1] 

机构地区：[1]广西工学院财经学院,广西柳州545006 [2]广西工学院发展规划处,广西柳州545006

出　　处：《科技通报》2013年第3期125-128,共4页Bulletin of Science and Technology

基　　金：广西回国基金项目(2011GXNSFC018005)

摘　　要：针对经典Apriori算法效率上的不足,提出了一种改进的Apriori算法。通过改进的Apriori挖掘算法对股票交易数据库中的数据进行分析,找出各种股票之间的隐藏关系,挖掘出一些可靠的、合理的股票关联规则,为投资者对股票是买入还是卖出提供决策支持。实验表明,改进的算法能够快速地发现股票之间的涨跌关系,具有良好的应用效果。Focusing on the insufficiency on efficiency in the classical algorithm Apriori,an improved Apriori algorithm is put forward.Through improved Apriori mining algorithm to analyze the data of stock transactions in the database,finding out the relationships betwwen the various stocks,digging out some reliable and reasonable association rules of stocks,it can help the investors to make decisions about buying or selling their stocks.Experiments show that the improved algorithm,which has good application effects and can quickly find the rising or falling in stocks.

关 键 词：关联规则 APRIORI算法 股票分析 

分 类 号：TP18[自动化与计算机技术—控制理论与控制工程]