Evolutionary Computing
Fuzzy Genetic Algorithms for Pairs Mining
Longbing Cao1
, Dan Luo1
and Chengqi Zhang1 
| (1) |
Faculty of Information Technology, University of Technology Sydney, Australia |
Abstract
Pairs mining targets to mine pairs relationship between entities such as between stocks and markets in financial data mining.
It has emerged as a kind of promising data mining applications. Due to practical complexities in the real-world pairs mining
such as mining high dimensional data and considering user preference, it is challenging to mine pairs of interest to traders
in business situations. This paper presents fuzzy genetic algorithms to deal with these issues. We introduce a fuzzy genetic
algorithm framework to mine pairs relationship, and propose strategies for the fuzzy aggregation and ranking of identified
pairs to generate final optimum pairs for decision making. The proposed approaches are illustrated through mining stock pairs
and stocktrading rule pairs in stock market. The performance shows that the proposed approach is promising for mining pairs
helpful for real trading decision making.
This work is sponsored by Australian Research Council Discovery Grant (DP0667060, DP0449535), China Overseas Outstanding Talent
Research Program of Chinese Academy of Sciences (06S3011S01), and UTS ECRG and Chancellor grants.