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A Comparative Study of Association Rule Algorithms for Investment in Related Sector of Stock Market

by Rajeev Kumar, Arvind Kalia
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International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 62 - Number 10
Year of Publication: 2013
Authors: Rajeev Kumar, Arvind Kalia
10.5120/10119-4793

Rajeev Kumar, Arvind Kalia . A Comparative Study of Association Rule Algorithms for Investment in Related Sector of Stock Market. International Journal of Computer Applications. 62, 10 ( January 2013), 32-37. DOI=10.5120/10119-4793

@article{ 10.5120/10119-4793,
author = { Rajeev Kumar, Arvind Kalia },
title = { A Comparative Study of Association Rule Algorithms for Investment in Related Sector of Stock Market },
journal = { International Journal of Computer Applications },
issue_date = { January 2013 },
volume = { 62 },
number = { 10 },
month = { January },
year = { 2013 },
issn = { 0975-8887 },
pages = { 32-37 },
numpages = {9},
url = { https://ijcaonline.org/archives/volume62/number10/10119-4793/ },
doi = { 10.5120/10119-4793 },
publisher = {Foundation of Computer Science (FCS), NY, USA},
address = {New York, USA}
}
%0 Journal Article
%1 2024-02-06T21:11:27.772377+05:30
%A Rajeev Kumar
%A Arvind Kalia
%T A Comparative Study of Association Rule Algorithms for Investment in Related Sector of Stock Market
%J International Journal of Computer Applications
%@ 0975-8887
%V 62
%N 10
%P 32-37
%D 2013
%I Foundation of Computer Science (FCS), NY, USA
Abstract

Investment in the related stocks in share market plays vital role for investors. Variation in stock price is the barometer of growth of companies/sectors. Association Rule mining is one of the fundamental research topics in data mining and knowledge discovery that identifies interesting relationships between itemsets and predicted the associative and correlative behaviour for new data. In the present study the data of different stocks from National Stock Exchange of India Limited has taken and tried to find out the related stocks through Weka 3. 6. 5 data mining tool. In this paper four association rule algorithms: Apriori Association Rule, Predictive Apriori Association Rule, Tertius Association Rule and Filtered Associator were considered and the results of these four algorithms presented at different support and confidence level. It was found that Apriori Association Rule provided better results than other algorithms for selection of related stocks for investment in share market.

References
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Index Terms

Computer Science
Information Sciences

Keywords

Weka Association Rule mining Confidence level Support level

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