Research On The Application Of Data Mining Techniques In The Stock Market Analysis

The research area of this article is the computer application. It aims at applying the Automation theories and technology into various complex systems related to real life, such as financial system and etc, and therefore enhancing the efficiency and quality of relative work and creating more value.Securities Market is the main part of financial system and industry researchers play a key role in the development of securities market, therefore the working quality and efficiency of industry researchers affects the whole securities market to a great degree. However, there are quite a few obstacles lying within industry researchers'work, for example, structure disorder of underlying database causing great difficulties on maintenance, low efficiency on data processing and analysis as well as too little variation elasticity, knowledge shortage on data mining which causes the difficulty of in-depth analysis and etc. This article did a deep analysis and research on the above issues, and suggested a basic thread and implementation methods based on VBA Language, web data extraction and data mining skills. The above actions effectively enhanced the working efficiency and quality of industry researchers and significantly reduced research costs. They are very helpful to enhance the effectiveness of the entire capital markets and financial system and have enormous commercial value.In the first part, this article introduced some main methods, followed with the introduction of some methods on underlying database construction and automatic updates. Moreover, based on data resources, this article introduced different methods of database construction and automatic updates, respectively based on web data acquisition, Wind Platform and the platforms of Bloomberg, TEJ and etc, with a special focus on the implementation methods of database construction and automatic updates based on web data acquisition. After that, this article presented how to automatically analyze and process the data from databases, such as automated diagram method, basic mathematical method and financial formula analysis. The fourth part of this article introduced how to automatically generate a text report based on the processed data in order to enhance efficiency. At last, this article emphasized on the application of Association Rule Mining on industry research and improved the practical applicability of Association Rules Mining Algorithm using experiment results.