Stock Investment Research Based On Data Mining Technology

The development of stock market, stock analysis is always the research focus ofmany scholars. The stock market every day will produce huge amounts of data manybusiness relies on the analysis of these data, mining the useful information from the.Using data mining technology to establish an effective investment model, from a varietyof transaction data, the effective investment information, so that investors can make thebest decision, improve the rate of return on investment, has a very important theoreticaland practical significance.The main research contents of this paper:Firstly, it describes the current situation of stock analysis and summarizes the datamining technology is applied to the research of stock analysis. Secondly, introduces thedata mining technology, and emphatically introduces the association rules algorithm,decision tree classification algorithm and Markowitz model. Then using the above datafor simulation mining technology, the data of Shanghai and Shenzhen2000stockanalysis, dig out the key attributes affect the stock trend with association rules frommany property stocks, and the stocks are classified according to the key attributes,implementation strategy selected stocks, finally using the Markowitz model to evaluatethe risk of the selected portfolio, and decided to each stock in the portfolio theproportion.