Classification and Preprocessing in the Stock Data
In this paper we deal with the problem of assigning classes to the given market situation. We consider approach in which every market situation can be connected with one of the following decision classes: BUY, SELL or WAIT. Each of two classes: BUY and SELL can be assigned only on the basis of significant rises or drops of the given instrument. In all remaining cases WAIT class is assigned. Such approach allows to be independent of indicator values which nowadays are considered to have the significant prediction power. To achieve the goal we selected various stock instruments and with the use of the preprocessing and data discretization we generated decision tables for every considered datasets.