Association Mining System for Financial Ratios and Stock Prices in China and Hong Kong Stock Exchange

  • Man-Chung Chan
  • H. C. Leung
  • W. D. Luo
Part of the Advances in Soft Computing book series (AINSC, volume 29)


The focus of this paper is to extract association rules for financial ratios against stock price change. A data mining application for association rules on China and Hong Kong Stock Market has been built and to be accessed through the WEB. Preprocessing has been done to convert the data on financial report to financial ratios to allow for direct comparison. The changes on stock price were also extracted from the raw transaction data resided in the data warehouse. The values are classified into groups for KDD process. Three algorithms for association rules mining were implemented for efficiency comparison. The mining results are stored in the database server for retrieval through web browser or as input for further processing. The whole system was built using Java with the use of RDBMS and the Java classes built are reusable with defined interface and calling method.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  • Man-Chung Chan
    • 1
  • H. C. Leung
    • 1
  • W. D. Luo
    • 1
  1. 1.SPEED and Dept of ComputingHong Kong Polytechnic UniversityHunghom, Hong Kong

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