Volume 4 Number 1 (Jan. 2015)
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IJCCE 2015 Vol.4(1): 46-49 ISSN: 2010-3743
DOI: 10.7763/IJCCE.2015.V4.380

Association Mining on Stock Index Indicators

Krittithee Utthammajai and Pakorn Leesutthipornchai
Abstract—The stock index indicators, e.g., Relative Strength Index (RSI), Price Rate of Change (PROC), Moving Average Convergence/Divergence (MACD), Stochastic Oscillator (STH), or Chaikin Oscillator (CHK) are often used as the main factor in trading. Stock traders make a decision to trade by using these indicators. This paper applies the association technique to find the hidden relationship among those stock indicators and the volume which affects the market price. The transactional data are captured from Thai stock market in the period from 9 April 2013 to 16 April 2014. The association results show that the set of indicators and volume affects the price change. When the indicators are changed substantially, the price will change significantly.

Index Terms—Association rule, indicator, stock index.

The authors are with the Computer Science Department, Thammasat University, Rangsit Campus, Pathumthani, Thailand (e-mail: krittithee.u@gmail.com; pakornl@cs.tu.ac.th).

Cite:Krittithee Utthammajai and Pakorn Leesutthipornchai, "Association Mining on Stock Index Indicators," International Journal of Computer and Communication Engineering vol. 4, no. 1, pp. 46-49, 2015.

General Information

ISSN: 2010-3743 (Online)
Abbreviated Title: Int. J. Comput. Commun. Eng.
Frequency: Quarterly
Editor-in-Chief: Dr. Maode Ma
Abstracting/ Indexing: INSPEC, Google Scholar, Crossref, EBSCO, ProQuest, and Electronic Journals Library
E-mail: ijcce@iap.org
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