Data Mining Analysis Of Stock Price Change On Acquisition And Reorganization

During the twelfth five-year,the system of acquisition and reorganization get further improved.The acquisition and reorganization among companies becomes more and more.On the other hand,The application of data mining technology in the stock market has been increasingly mature.Unlike previous methods,such as event study and accounting method,this paper applies data mining methods to study the company's stock after acquisition and reorganization.And this paper uses financial indicators as explained variable to ptedict whether stock price will be higher.In this paper.the first chapter introduces the research background and the significance of this research,then introduces the background of acquisition and reorganization,lastly introduces the history of the data mining technology. And then puts forward a new research idea,that is,combining company acquisition and reorganization problems with the stock research methods.No longer as previous methods,such as the traditional event study method and accounting method, this paper uses the data mining methods. Through data mining methods, we will find out the hidden rule behind the large amounts of data. The second chapter is the literature review part,his part summarizes the achievements on the research of acquisition and reorganization got by previous scholars, then reviews the application of data mining technology in the stock market.The third chapter focuses on the definition of acquisition and reorganization,then introduces the previous research methods, such as event study method and accounting method,also this chapter introduces event-driven theory.The fourth chapter puts forward the research hypothesis and the selection of variable indicators. The fifth chapter is the empirical part.Using sample stocks between January 1,2013 and December 31,2014,then gets model results.According to the model results.we can explain the hidden rule. And this paper uses two kinds of data mining model, the decision tree model and the neural network model. The sixth chapter is the summary of this paper.Firstly it reviewes the work done by this paper,then puts forward the investment advice for stock investors,lastly points out the weakness in this paper.