DocumentCode
2110522
Title
A hybrid approach to fuzzy risk analysis in stock market
Author
Shigang Liu ; Min Gan ; Honghua Dai
Author_Institution
Sch. of Inf. Technol., Deakin Univ., Melbourne, VIC, Australia
fYear
2013
fDate
23-25 July 2013
Firstpage
295
Lastpage
298
Abstract
The analysis and prediction of stock market has always been well recognized as a difficult problem due to the level of uncertainty and the factors that affect the price. To tackle this challenge problem, this paper proposed a hybrid approach which mines the useful information utilizing grey system and fuzzy risk analysis in stock prices prediction. In this approach, we firstly provide a model which contains the fuzzy function, k-mean algorithm and grey system (shorted for FKG), then provide the model of fuzzy risk analysis (FRA). A practical example to describe the development of FKG and FRA in stock market is given, and the analytical results provide an evaluation of the method which shows promote results.
Keywords
economic forecasting; fuzzy set theory; grey systems; pricing; risk management; stock markets; FKG; FRA; fuzzy function; fuzzy risk analysis; grey system; k-mean algorithm; stock market analysis; stock market prediction; stock prices prediction; uncertainty level; Grey system risk analysis equity risk prediction;
fLanguage
English
Publisher
ieee
Conference_Titel
Fuzzy Systems and Knowledge Discovery (FSKD), 2013 10th International Conference on
Conference_Location
Shenyang
Type
conf
DOI
10.1109/FSKD.2013.6816210
Filename
6816210
Link To Document