Title :
An Artificial Immune Method for Stock Market Avoiding Control of Hedge Fund
Author :
Wu, Ze-Jun ; Xu Wang ; Liang, Yi-wen
Author_Institution :
Wuhan Univ., Wuhan
Abstract :
With the increasing opening of Chinese financial market to the world, the international venture capital, especially the hedge fund, will make big profits through various operational means in this faulty environment. To ensure the stability of stock market, a newly method should be urgently proposed to participate in detecting abnormity of stock market. This paper introduces an artificial immune method, establishes the immune detecting system framework by mining the features of single stock\´s abnormal fluctuation and matching with macroeconomic indexes, uses negative selection algorithm recognizing "self and "non-self at the same time, while builds up detectors with alarm mechanism, providing a new idea for the management of stock risk.
Keywords :
artificial intelligence; macroeconomics; stock markets; Chinese financial market; artificial immune method; hedge fund; macroeconomic indexes; stock market; stock market stability; stock risk management; Asia; Educational institutions; Environmental economics; Fluctuations; Immune system; Investments; Macroeconomics; Stability; Stock markets; Venture capital; Hedge fund; Immune defense; Negative selection algorithm; Stock market;
Conference_Titel :
Natural Computation, 2007. ICNC 2007. Third International Conference on
Conference_Location :
Haikou
Print_ISBN :
978-0-7695-2875-5
DOI :
10.1109/ICNC.2007.183