Stock Data Mining Based on C4.5 Decision Tree

doi:10.3969/j.issn.1006-2475.2015.10.005

Abstract

Abstract: Using data mining algorithms to analyze and forecast the stock still has problems in technical indicators and quantity of data. Based on the analysis of stock market data, this paper selected certain indicators as decision attribute, and used C4.5 decision tree to classify and forecast the stock. This article mainly optimized the indicators of stock, and improved the efficiency of C4.5 algorithm. Optimized algorithm combining with improved indicators not only enhances the efficiency of data mining, also gets better returns in stock forecasting.

Key words: data mining, decision tree, indicators, C4.5, stock forecasting

CLC Number:

TP181

WANG Ling, HU Yang. Stock Data Mining Based on C4.5 Decision Tree[J]. Computer and Modernization, doi: 10.3969/j.issn.1006-2475.2015.10.005.

References

[1] 郑海荣. 数据挖掘技术在股票分析与预测中的应用[D]. 哈尔滨:哈尔滨工业大学, 2007.

[2] 方智. 基于多技术指标模型的沪深300指数走势预测[D]. 南昌:江西财经大学, 2012.

[3] Tsaih R, Hsu Y, Lai C C. Forecasting S&P 500 stock index futures with a hybrid AI system[J]. Decision Support Systems, 1998,23(2):161-174.

[4] Liu N K, Lee K K. An intelligent business advisor system for stock investment[J]. Expert Systems, 1997,14(3):129-139.

[5] 方匡南,纪宏,路逊. 股票技术指标相似性与有效性研究[J]. 统计与信息论坛, 2009,24(9):26-30.

[6] Fang Yue, Wada S, Moody J. Stock returns: Momentum, volatility and interest rates[C]// Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering. 2003:379-385.

[7] 廖勇,唐常杰,元昌安,等. 基于基因表达式编程的股票指数时间序列分析[J]. 四川大学学报(自然科学版), 2005,42(5):931-936.

[8] 彭宏,刘洋,邓维维,等. 股票数据流的相关性计算方法[J]. 华南理工大学学报(自然科学版), 2006,34(1):86-89.

[9] 丁鹏. 量化投资:策略与技术[M]. 北京:电子工业出版社, 2012:368-404.

[10] 张登明. 技术指标投资策略的优化及其在量化交易中的应用[D]. 武汉:华中科技大学, 2010.

[11] Lim T S, Loh W Y, Shih Y S. A comparison of prediction accuracy, complexity, and training time of thirty-three old and new classification algorithms[J]. Machine Learning, 2000,40(3):203-228.

[12] 乔增伟,孙卫祥. C4.5算法的两点改进[J]. 江苏工业学院学报, 2008,20(4):56-59.

[13] 冯帆,徐俊刚. C4.5决策树改进算法研究[J]. 电子技术, 2012,39(6):1-4.

[14] 姚亚夫,邢留涛. 决策树C4.5连续属性分割阈值算法改进及其应用[J]. 中南大学学报(自然科学版), 2011,42(12):3772-3776.

[15] 赵蕊. 基于WEKA平台的决策树算法设计与实现[D]. 长沙:中南大学, 2007.

[16] 魏雄. 决策树算法在股票分析与预测中的应用[J]. 电脑知识与技术(学术交流), 2007,2(9):764-765.

[17] 邹筱梅,姜山,唐贤瑛. 基于决策树的股市数据挖掘与仿真[J]. 计算机仿真, 2004,21(3):127-129.

[18] 雷炜,叶东毅. 利用决策树技术对股票价格数据库进行数据挖掘[J]. 福建电脑, 2004(8):52-53.