Abstract
A massive changeover is witnessed in the stock markets worldwide during the recent pandemic situations resulting in complicacy of people’s investment choices. Investors are anxious to minutely speculate the market movements for designing investment strategies and profit–loss analysis. For that, precise exploration of the historical market information is necessary to presume market fluctuations. The BSE Sensex and the NSE Nifty are the major capital market segments in India that manage a number of indices and are capable of representing the market trends. These indices may be discursively impacted by a number of components. The correlation and occurrence frequency of these components can unfold many unknown consequential information. In this study, we consider the Nifty 50 Index data of last 25 years and implemented the AprioriAll sequence mining algorithm using TRIE data structures. We take the features—previous days’ closing price, daily opening price, highest price, lowest price, closing price, shares traded, and the daily turnover to thoroughly investigated and analyze the correlation among them and verify their impacts on the overall market movements. A comparison of the in-memory space requirements for holding the generated candidate sequences while implementing the algorithm is also presented.
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Mazumdar, N., Sarma, P.K.D. (2023). Correlation Analysis of Stock Index Data Features Using Sequential Rule Mining Algorithms. In: Das, N., Binong, J., Krejcar, O., Bhattacharjee, D. (eds) Proceedings of International Conference on Data, Electronics and Computing. ICDEC 2022. Algorithms for Intelligent Systems. Springer, Singapore. https://doi.org/10.1007/978-981-99-1509-5_1
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DOI: https://doi.org/10.1007/978-981-99-1509-5_1
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