Discovery of Profitable Stock Price Movement Patterns from Various High Utility Pattern Mining

Mohammad Iqbal*, Edwina Simanungkalit, Safira Nur Latifa, Nurul Hidayat, Imam Mukhlash

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review


Understanding stock price movements in a few moments consider a pivotal step for investors to decide their next actions. To read the movements easily, we can offer stock price movement patterns to the investor. Existing studies on mining stock price movement patterns mostly focused on the frequent ones. In this work, we aim to assist the investors to see stock price movement patterns that bring profit. Additionally, we consider profitable stock price movements pattern that also frequently occurs in the dataset. To be specific, this work applies two different data mining methods; fuzzy high utility itemset mining and skyline frequent utility pattern mining. Further, this work formulates profit stock price returns to help us recognise the benefit ones. Also, this work addresses the uncertainty movements from the fuzzy set. In this work, we analyzed fifteen companies in Indonesia. We listed a few suggestions like portfolios including the company, the company sector, and the whole listed company that is most profitable.

Original languageEnglish
Title of host publicationAmbient Intelligence—Software and Applications—13th International Symposium on Ambient Intelligence
EditorsVicente Julián, João Carneiro, Ricardo S. Alonso, Pablo Chamoso, Paulo Novais
PublisherSpringer Science and Business Media Deutschland GmbH
Number of pages10
ISBN (Print)9783031223556
Publication statusPublished - 2023
Event13th International Symposium on Ambient Intelligence, ISAmI 2022 - L´Aquila, Italy
Duration: 13 Jul 202215 Jul 2022

Publication series

NameLecture Notes in Networks and Systems
Volume603 LNNS
ISSN (Print)2367-3370
ISSN (Electronic)2367-3389


Conference13th International Symposium on Ambient Intelligence, ISAmI 2022


  • Data mining
  • High utility mining
  • Profit
  • Stock price


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