Mining fuzzy time intervals of fuzzy stock price co-movements patterns

Imam Mukhlash, Mohammad Iqbal, Maya Nurlita Wulandari, Andi Asrafiani Arafah

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)


This study presents a fuzzy time interval of fuzzy stock price co-movement pattern, so-called FTI-FSPCM pattern. The FTI-FSPCM is a subsequence which frequently occurs on the historical stock price sequences and comprises fuzzy stock price movement types with fuzzy time intervals. To mine the FTI-FSPCM patterns, we employ FP-GROWTH PREFIX-SPAN algorithm by focusing on stock price discretization based on the fuzzy-linguistic terms. More specifically, the discretization combines the fuzzy return types and the fuzzy time intervals. This study aims to build an investment portfolio for the investor based on the FTI-FSPCM patterns in general, for each company and inter-companies. The experimental results showed that FTI-FSPCM patterns interpret the movements of stock price trends. Furthermore, the FTI-FSPCM patterns can be used as investment decision supports.

Original languageEnglish
Pages (from-to)859-866
Number of pages8
JournalICIC Express Letters, Part B: Applications
Issue number10
Publication statusPublished - Oct 2019


  • Fuzzy stok o-movement
  • Fuzzy time interval
  • Mining sequential patterns


Dive into the research topics of 'Mining fuzzy time intervals of fuzzy stock price co-movements patterns'. Together they form a unique fingerprint.

Cite this