Table 15 Comparison of the algorithm...

Table 15

Comparison of the algorithm results

Antecedent	Confidence
Antecedent	Consequent	Apriori	FP-Growth	Eclat
SSEC = ↑, N225 = ↑	XU100 = ↑	0.911	0.911	0.911
SSEC = ↑, DHSI = ↑	XU100 = ↑	0.910	0.910	0.910
DHSI = ↑, N225 = ↑	XU100 = ↑	0.873	0.873	0.873
FCHI = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑, DHSI = ↑	BVSP = ↑	0.949	0.949	0.949
FCHI = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑	BVSP = ↑	0.948	0.948	0.948
FTSE = ↑, GDAXI = ↑, XU100 = ↑	BVSP = ↑	0.947	0.947	0.947
BVSP = ↑, FCHI = ↑, FTSE = ↑, GDAXI = ↑, DHSI = ↑	GSPC = ↑	0.961	0.961	0.961
BVSP = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑, DHSI = ↑	GSPC = ↑	0.959	0.959	0.959
BVSP = ↑, FTSE = ↑, GDAXI = ↑, DHSI = ↑	GSPC = ↑	0.958	0.958	0.958
BVSP = ↑, GDAXI = ↑, DHSI = ↑	IXIC = ↑	0.883	0.883	0.883
FTSE = ↑, GDAXI = ↑, DHSI = ↑	IXIC = ↑	0.883	0.883	0.883
FCHI = ↑, FTSE = ↑, DHSI = ↑	IXIC = ↑	0.875	0.875	0.875
BVSP = ↑, FCHI = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑, DHSI = ↑	DJI = ↑	0.974	0.974	0.974
BVSP = ↑, FCHI = ↑, FTSE = ↑, GDAXI = ↑, DHSI = ↑	DJI = ↑	0.972	0.972	0.972
BVSP = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑, DHSI = ↑	DJI = ↑	0.972	0.972	0.972
XU100 = ↓, DHSI = ↓	FTSE = ↓	0.939	0.939	0.939
XU100 = ↓, SSEC = ↓	FTSE = ↓	0.937	0.937	0.937
XU100 = ↓, N225 = ↓	FTSE = ↓	0.931	0.931	0.931
XU100 = ↓, DHSI = ↓	GDAXI = ↓	0.922	0.922	0.922
XU100 = ↓, N225 = ↓	GDAXI = ↓	0.922	0.922	0.922
XU100 = ↑, DHSI = ↑	GDAXI = ↑	0.913	0.913	0.913
XU100 = ↓, DHSI = ↓	FCHI = ↓	0.920	0.920	0.920
XU100 = ↓, N225 = ↓	FCHI = ↓	0.919	0.919	0.919
XU100 = ↑, DHSI = ↑	FCHI = ↑	0.907	0.907	0.907
GSPC = ↑, DJI = ↑, IXIC = ↑	N225 = ↑	0.699	0.699	0.699
DJI = ↑, IXIC = ↑	N225 = ↑	0.696	0.696	0.696
GSPC = ↑, IXIC = ↑	N225 = ↑	0.691	0.691	0.691
N225 = ↑	DHSI = ↑	0.813	0.813	0.813
N225 = ↓	DHSI = ↓	0.773	0.773	0.773
GSPC = ↑, DJI = ↑, IXIC = ↑	DHSI = ↑	0.701	0.701	0.701
N225 = ↓	SSEC = ↓	0.766	0.766	0.766
N225 = ↑	SSEC = ↑	0.703	0.703	0.703
BVSP = ↓	SSEC = ↓	0.622	0.622	0.622

Antecedent	Confidence
Antecedent	Consequent	Apriori	FP-Growth	Eclat
SSEC = ↑, N225 = ↑	XU100 = ↑	0.911	0.911	0.911
SSEC = ↑, DHSI = ↑	XU100 = ↑	0.910	0.910	0.910
DHSI = ↑, N225 = ↑	XU100 = ↑	0.873	0.873	0.873
FCHI = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑, DHSI = ↑	BVSP = ↑	0.949	0.949	0.949
FCHI = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑	BVSP = ↑	0.948	0.948	0.948
FTSE = ↑, GDAXI = ↑, XU100 = ↑	BVSP = ↑	0.947	0.947	0.947
BVSP = ↑, FCHI = ↑, FTSE = ↑, GDAXI = ↑, DHSI = ↑	GSPC = ↑	0.961	0.961	0.961
BVSP = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑, DHSI = ↑	GSPC = ↑	0.959	0.959	0.959
BVSP = ↑, FTSE = ↑, GDAXI = ↑, DHSI = ↑	GSPC = ↑	0.958	0.958	0.958
BVSP = ↑, GDAXI = ↑, DHSI = ↑	IXIC = ↑	0.883	0.883	0.883
FTSE = ↑, GDAXI = ↑, DHSI = ↑	IXIC = ↑	0.883	0.883	0.883
FCHI = ↑, FTSE = ↑, DHSI = ↑	IXIC = ↑	0.875	0.875	0.875
BVSP = ↑, FCHI = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑, DHSI = ↑	DJI = ↑	0.974	0.974	0.974
BVSP = ↑, FCHI = ↑, FTSE = ↑, GDAXI = ↑, DHSI = ↑	DJI = ↑	0.972	0.972	0.972
BVSP = ↑, FTSE = ↑, GDAXI = ↑, XU100 = ↑, DHSI = ↑	DJI = ↑	0.972	0.972	0.972
XU100 = ↓, DHSI = ↓	FTSE = ↓	0.939	0.939	0.939
XU100 = ↓, SSEC = ↓	FTSE = ↓	0.937	0.937	0.937
XU100 = ↓, N225 = ↓	FTSE = ↓	0.931	0.931	0.931
XU100 = ↓, DHSI = ↓	GDAXI = ↓	0.922	0.922	0.922
XU100 = ↓, N225 = ↓	GDAXI = ↓	0.922	0.922	0.922
XU100 = ↑, DHSI = ↑	GDAXI = ↑	0.913	0.913	0.913
XU100 = ↓, DHSI = ↓	FCHI = ↓	0.920	0.920	0.920
XU100 = ↓, N225 = ↓	FCHI = ↓	0.919	0.919	0.919
XU100 = ↑, DHSI = ↑	FCHI = ↑	0.907	0.907	0.907
GSPC = ↑, DJI = ↑, IXIC = ↑	N225 = ↑	0.699	0.699	0.699
DJI = ↑, IXIC = ↑	N225 = ↑	0.696	0.696	0.696
GSPC = ↑, IXIC = ↑	N225 = ↑	0.691	0.691	0.691
N225 = ↑	DHSI = ↑	0.813	0.813	0.813
N225 = ↓	DHSI = ↓	0.773	0.773	0.773
GSPC = ↑, DJI = ↑, IXIC = ↑	DHSI = ↑	0.701	0.701	0.701
N225 = ↓	SSEC = ↓	0.766	0.766	0.766
N225 = ↑	SSEC = ↑	0.703	0.703	0.703
BVSP = ↓	SSEC = ↓	0.622	0.622	0.622

Source(s): Own elaboration

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