Association Rule Mining on the BIST100 Stock Exchange

Data mining is the process of finding valuable information in data. Association mining is one of the fields of the data mining. It is used to discover all associations between items in a dataset. It also discovers hidden patterns in the large dataset. Patterns are discovered using predefined constraints (such as minimum support and minimum confidence values).Data mining on stock market is an important research area. This research field and its results are valuable information for all of the investors. There are many studies on this field in the world. But to the best of our knowledge, there is not any study on BIST100 stock exchange that finds associations between stocks. In this study, we focused on BIST100 stock exchange, used 87 different BIST100 stocks daily data for dates between 10/21/2013 and 10/19/2018 from "finance.yahoo.com". We figured out association rules on BIST100 stock exchange using historical data, Apriori algorithm and two different condensation methods.