基于关联规则挖掘的股票板块指数联动分析

本文应用数据挖掘中的关联规则算法,对我国股票市场中板块指数的关系进行实证分析。通过采用关联规则的Apriori算法技术,可以从大量数据中挖掘出我国股票市场的板块指数之间的强关联规则,并对其进行可视化描述与评价。文中所得的关联规则可以帮助市场参与者发现股票板块轮动的规则模式,并在此基础上规避证券市场风险。

The Cointegration Analysis to Stock Market Plate Indexs Based on Association Rules

This paper attempts to empirically analyze the correlation of stock market plate indexs by using through the association rule algorithm in data mining.By adopting Apriori algorithm,many strong association rules of stock market can be mined from a massive amount of data,and also can be visually described and evaluated.These rules may help market participant notice some useful cointegration of stock market plate,on which they can avoid the stock market risk.