Self-Management Portfolio System with Adaptive Association Mining: A Practical Application on Taiwan Stock Market

A well-established financial trading system should well perform in resource allocation, risk management, and sustainability. In this paper, we propose a self-management portfolio with adaptive association mining for practical applications. The allocates funds into independent units utilizes closing mechanism allocation sustainability, adopts module monitoring positions. proposed boosts the annual return Sharpe ratio to 9.1% 0.578 (increased 2.28 2.48 times), reduces drawdown 34.6% (decreased almost half). Furthermore, rapidly closes stock positions avoid bear markets, gradually increases when market turns bull. Compared benchmarks, outperforms all benchmarks measurements on randomly sampled dataset.