Forecasting Stock Price Index Using Fuzzy Time-Series Based on Rough Set.
Ching-Hsue ChengHia Jong TeohTai-Liang ChenPublished in: FSKD (3) (2007)
Keyphrases
- rough sets
- stock price
- stock index
- stock market
- stock exchange
- fuzzy sets
- financial time series
- financial markets
- rough set theory
- non stationary
- exchange rate
- garch model
- decision rules
- historical data
- financial data
- rough sets theory
- fuzzy logic
- data mining
- attribute reduction
- dominance relation
- knowledge reduction
- set pair analysis
- decision table
- fuzzy rough sets
- trading systems
- information entropy
- news articles
- rule extraction
- chinese stock market
- data analysis
- stock data
- multivariate time series
- nearest neighbor
- genetic algorithm
- continuous valued attributes
- pattern recognition
- knowledge acquisition
- short term
- fuzzy rules
- concept lattice
- topological relationships
- fuzzy relations
- equivalence relation
- neural network