• 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