By Topic

Research on predicting stock price by using fuzzy rough set

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

2 Author(s)
Hui Xiao-feng ; Sch. of Manage., Harbin Inst. of Technol., Harbin, China ; Li Song-song

With the aim of getting more accurate and more reliable stock price predicted results, this paper proposes an effective method which is fuzzy rough set and data mining technology. Firstly, stock prices were classified to some groups according to their different time attribute by using fuzzy set and rough set means. Then we calculated truth values of these groups respectively based on the given fuzzy relation, and derived some candidates of regulations by data mining method. In the end, we chose the useful regulations corresponding the time period and predicted the trend of stock price during the certain time period. This study shows that the method, which using fuzzy rough set and dada mining could make the predicted results is more effective.

Published in:

Management Science and Engineering (ICMSE), 2010 International Conference on

Date of Conference:

24-26 Nov. 2010