Explorative Data Mining on Stock Data --- Experimental Results and Findings

  • Authors:
  • Lay-Ki Soon;Sang Ho Lee

  • Affiliations:
  • Database Systems Laboratory, Department of Computing, School of Information Science, Soongsil University, 1-1 Sangdo-dong, Dongjak-gu Seoul, 156-743, Korea;Database Systems Laboratory, Department of Computing, School of Information Science, Soongsil University, 1-1 Sangdo-dong, Dongjak-gu Seoul, 156-743, Korea

  • Venue:
  • ADMA '07 Proceedings of the 3rd international conference on Advanced Data Mining and Applications
  • Year:
  • 2007

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Abstract

This paper presents our preliminary explorative data mining experiments on stock data. The experiments are performed using information gain evaluation, chi-square test and decision tree, which aim to explore the underlying patterns of the stock dataset. The explorative patterns obtained show some unexpected outliers in deriving the influential stocks with regard to Kuala Lumpur Composite Index.