Mining stock price using fuzzy rough set system

被引：128
|
作者：
Wang, YF [1 ]
机构：
[1] Chang Gung Inst Technol, Dept Informat Management, Tao Yuan, Taiwan
来源：
EXPERT SYSTEMS WITH APPLICATIONS | 2003年 / 24卷 / 01期
关键词：
rough set; fuzzy rough set; data mining; matching degree; truth value;
D O I：
10.1016/S0957-4174(02)00079-9
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this study of mining stock price data, we attempt to predict the stronger rules of stock prices. To address this problem, we proposed an effective method, a fuzzy rough set system to predict a stock price at any given time. Our system has two agents: one is a visual display agent that helps stock dealers monitor the current price of a stock and the other is a mining agent that helps stock dealers make decisions about-when to buy or sell stocks. To demonstrate that our system is effective, we used it to. predict the stronger rules of stock price and achieved at least 93% accuracy after 180 trials. (C) 2002 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：13 / 23
页数：11
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