Using a fuzzy association rule mining approach to identify the financial data association

► We study Hong Kong Stock Exchange which was the second largest stock market in Asia up to 2010. ► We examine association of Hang Seng Index with other economics indices. ► Increasing RMB-HK exchange rate and export value will highly increase the variation of Hang Seng Index. ► Increasing RMB-HK exchange rate, export value and GDP will also highly increase the variation of Hang Seng Index. ► The minded rules reveal interesting patterns between different economical indices and the individual stock market price.