Mining associative classification rules with stock trading data – A GA-based method

摘要

Associative classifiers are a classification system based on associative classification rules. Although associative classification is more accurate than a traditional classification approach, it cannot handle numerical data and its relationships. Therefore, an ongoing research problem is how to build associative classifiers from numerical data. In this work, we focus on stock trading data with many numerical technical indicators, and the classification problem is finding sell and buy signals from the technical indicators. This study proposes a GA-based algorithm used to build an associative classifier that can discover trading rules from these numerical indicators. The experiment results show that the proposed approach is an effective classification technique with high prediction accuracy and is highly competitive when compared with the data distribution method.