Using rough set to support investment strategies of real-time trading in futures market.
Suk Jun LeeJae Joon AhnKyong Joo OhTae Yoon KimPublished in: Appl. Intell. (2010)
Keyphrases
- futures market
- rough sets
- investment strategies
- real time
- rough set theory
- short run
- long run
- attribute reduction
- rough sets theory
- stock exchange
- pattern recognition
- decision rules
- data analysis
- data mining
- dominance relation
- neural network
- information entropy
- financial markets
- stock price
- decision table
- stock market
- decision support system
- genetic algorithm
- trading systems
- computer vision
- set pair analysis