A hybrid approach to fuzzy risk analysis in stock market
Contribuinte(s) |
Chen, Jianhua Wang, Xingwei Wang, Lipo Sun, Jinguang Meng, Xiangfu |
---|---|
Data(s) |
01/01/2013
|
Resumo |
The analysis and prediction of stock market has always been well recognized as a difficult problem due to the level of uncertainty and the factors that affect the price. To tackle this challenge problem, this paper proposed a hybrid approach which mines the useful information utilizing grey system and fuzzy risk analysis in stock prices prediction. In this approach, we firstly provide a model which contains the fuzzy function, k-mean algorithm and grey system (shorted for FKG), then provide the model of fuzzy risk analysis (FRA). A practical example to describe the development of FKG and FRA in stock market is given, and the analytical results provide an evaluation of the method which shows promote results. © 2013 IEEE. |
Identificador | |
Idioma(s) |
eng |
Publicador |
IEEE Computer Society |
Relação |
http://dro.deakin.edu.au/eserv/DU:30067623/liu-hybridapproach-2013.pdf http://dro.deakin.edu.au/eserv/DU:30067623/liu-hybridapproach-evid-2013.pdf http://www.dx.doi.org/10.1109/FSKD.2013.6816210 |
Direitos |
2013, IEEE |
Palavras-Chave | #Grey system #risk analysis #equity risk prediction #Science & Technology #Technology #Computer Science, Artificial Intelligence #Computer Science, Information Systems #Computer Science |
Tipo |
Conference Paper |