Planning stock portfolios by means of weighted frequent itemsets
作者：
Highlights：
• A novel strategy to generate diversified stock portfolios is proposed.
• The proposed approach relies on itemset mining techniques.
• The effectiveness of the approach was validated on real market data.
• Different markets and market conditions were analyzed.
• The systems performed better than real stock funds on the analyzed data.
摘要
•A novel strategy to generate diversified stock portfolios is proposed.•The proposed approach relies on itemset mining techniques.•The effectiveness of the approach was validated on real market data.•Different markets and market conditions were analyzed.•The systems performed better than real stock funds on the analyzed data.
论文关键词：Frequent itemset mining,Stock data analysis
论文评审过程：Received 2 September 2016, Revised 19 May 2017, Accepted 20 May 2017, Available online 20 May 2017, Version of Record 25 May 2017.
论文官网地址：https://doi.org/10.1016/j.eswa.2017.05.051
