Fuzzy time series model based on probabilistic approach and rough set rule induction for empirical research in stock markets.
Hia Jong TeohChing-Hsue ChengHsing-Hui ChuJr-Shian ChenPublished in: Data Knowl. Eng. (2008)
Keyphrases
- rule induction
- rough sets
- stock market
- fuzzy sets
- rough set theory
- financial time series
- decision rules
- rough set model
- stock price
- fuzzy logic
- dominance relation
- membership functions
- stock data
- short term
- set pair analysis
- fuzzy rules
- garch model
- data mining
- attribute reduction
- information entropy
- pattern recognition
- data analysis
- decision table
- concept lattice
- numerical attributes
- knowledge base
- knowledge discovery in databases
- databases
- information retrieval
- genetic algorithm
- decision making
- knowledge acquisition
- decision trees
- categorical data
- training data
- classification rules
- control system