Abstract: The application of Microsoft clustering algorithm of data mining in financial field is discussed. The function of the data mining is mining potential information from the massive data. A business data mining system is created based on Microsoft clustering algorithm， which can provide better decisions and recommendations for the bank through filtering and mining the customers’ transaction information. The client part of system is developed with the Visual Studio.NET 2008. And it uses the objects of  and Web controls to display the result of mining. By using the application system it can analyze the customer’s attributes to predict his credit and to predict his business tendency. In the creation of the instance model system the whole program of data mining is introduced in detail and it helps the development of data mining’s application.

Key words: clustering algorithm, data mining, prediction, business tendency, application system