关键词: C4.5算法, 决策树, 期货预测, 数据挖掘

Abstract: When decision tree of futures forecasting is constructed by the method of current C4.5 algorithm, there exist drawbacks about low forecast accuracy, and prediction model is utilized difficultly. Therefore, it creates an C4.5-[K] algorithm oriented to futures data, in which a new parameter [K] is introduced, property metric information gain ratio is adjusted, and prediction model of decision tree is built for prediction in C4.5 algorithm. Experimental results demonstrate that the improved algorithm can enhance the capacity for futures forecasting effectively.

Key words: C4. 5 algorithm, decision tree, futures prediction, data mining