Research Article

Stock Market Trading Rules Discovery Based on Biclustering Method

Algorithm 1

The pseudo code of BIS biclustering algorithm.
***** Some mathematical symbols involved in this paper *****
% : stock trading data matrix after preprocessing.
% : the number of columns in .
% : the row threshold of bicluster.
% : the column threshold of bicluster.
% BS: the set of bicluster seeds.
% BIC_Set: the set of biclusters.
Input  
Output   BIC_Set
Let   BS = and BIC_Set =
Description:
(1)********* Obtain all biclusters with one column *********
(2)for   
(3)  Apply the -means algorithm for the th column.
(4)  Then we obtain a set of clusters in the column, denoted as where .
(5)  % Update BIC_Set.
(6)  if  the number of rows in
(7)   Add it into BIC_Set.
(8)  end if
(9)end for
(10) BS = BIC_Set.
(11) ******************* Expand BS ******************
(12) % The following steps are implemented in BS.
(13) % Merge all the biclusters of one column to get the biclusters of two columns.
(14) for  
(15)  for  
(16)   for  
(17)     is jointed with . % that is, intersect the row sets and join the column sets.
(18)    Update BIC_Set similar to the process mentioned above.
(19)   end for
(20)  end for
(21) end for
(22) The newly obtained biclusters of two columns which satisfy the row threshold are put into BS.
(23) % Continue merging to get biclusters of more columns.
(24) while    and the number of columns in biclusters is less than
(25)   Merge every two length- biclusters (biclusters whose number of columns are ) in BS,
(26)   to get length- biclusters whose number of columns are .
(27)   Add the biclusters that meet the threshold into BIC_Set.
(28)   Put the satisfying length- biclusters into BS
(29) end while
(30) ******************** Output BIC_Set ********************
(31) Filter out the duplicate biclusters and delete the biclusters whose column number is less than .
(32) Output   BIC_Set