Stock Market Trading Rules Discovery Based on Biclustering Method

Table 1

(a) The matrix after normalization; (b) the matrix after quantization.

(a)  

Return	MA(4)	MA(8)		ROC(24)	Volume
−0.03	0.45	0.80		0.52	0.09
−0.02	0.60	0.10		0.87	0.58
0	0.20	0.56		0.45	0.54
0.01	0.80	0.45		0.25	0.97
0	0.90	0.40		0.43	0.06
0.02	0.25	0.56		0.42	0.07

(b)  

Return	MA(4)	MA(8)		ROC(24)	Volume
−1	0.57	0.73		0.53	0.07
−1	0.57	0.12		0.87	0.54
0	0.23	0.48		0.43	0.54
1	0.85	0.48		0.25	0.97
0	0.85	0.48		0.43	0.07
1	0.23	0.48		0.43	0.07