Cart (Loading....) | Create Account
Close category search window
 

Using Rough Set to Support Investment Strategies of Rule-Based Trading with Real-Time Data in Futures Market

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

6 Author(s)
Suk Jun Lee ; Dept. of Inf. & Ind. Eng., Yonsei Univ., Seoul ; Jae Joon Ann ; Kyong Joo Oh ; Tae Yoon Kim
more authors

Investment strategies in stock market have gained unprecedented popularity in major financial markets around the world. However, it is a very difficult problem because of the fluctuation of the stock market. This study presents usefulness of rough set on the rule base to develop real-time investment strategies using technical analysis in futures market. This study consists of four phases. In the first phase, meaningful technical indicators are selected to reflect market movements. In the second phase, rough set is used to extract trading rules for identification of buy and sell patterns in the stock market. In the third phase, the investment strategies are developed in order to apply selected trading rules using rule-based reasoning to unpredictable stock market. Finally, investment strategies on the basis of rule base are evaluated by real-time trading. This study then examines the profitability of the proposed model.

Published in:

System Sciences, 2009. HICSS '09. 42nd Hawaii International Conference on

Date of Conference:

5-8 Jan. 2009

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.