Applying rough sets to market timing decisions

被引：93
作者：
Shen, LX
Loh, HT
机构：
[1] Natl Univ Singapore, Fac Engn, Design Technol Inst Ltd, Singapore 119260, Singapore
[2] Natl Univ Singapore, Dept Mech Engn, Singapore 119260, Singapore
来源：
DECISION SUPPORT SYSTEMS | 2004年 / 37卷 / 04期
关键词：
rough sets; trading system; indicator selection; uncertainty;
D O I：
10.1016/S0167-9236(03)00089-7
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
A lot of research has been done to predict economic development. The problem studied here is about the stock prediction for use of investors. More specifically, the stock market's movements will be analyzed and predicted. We wish to retrieve knowledge that could guide investors on when to buy and sell. Through a detailed case study on trading S&P 500 index, rough sets is shown to be an applicable and effective tool to achieve this goal. Some problems concerning time series transformation, indicator selection, trading system building in real implementation are also discussed. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码：583 / 597
页数：15
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