DocumentCode
2162180
Title
Application of RS-LSSVM based on fuzzy integral in financial forecasting
Author
Yuan, Xiu-e ; Zou, Yu
Author_Institution
Dept. of Bus. Adm., North China Electr. Power Univ., Baoding, China
Volume
4
fYear
2010
fDate
26-28 Feb. 2010
Firstpage
270
Lastpage
273
Abstract
Making financial decision is difficult because the process contains complex unpredictable factors and specific statistical characteristics of data. In this paper, we investigate the decision making problems and approach them by considering different categories of financial ratios as input to the RS-LSSVM based on fuzzy integral model.
Keywords
financial management; integral equations; least squares approximations; rough set theory; support vector machines; financial forecasting; financial ratio category; fuzzy integral model; least squares support vector machine; rough set theory; Data mining; Decision making; Economic forecasting; Fuzzy sets; Information systems; Predictive models; Rough sets; Stock markets; Storms; Support vector machines; Financial forecasting; Fuzzy integral; Least square support vector machines (LSSVM); Rough set (RS);
fLanguage
English
Publisher
ieee
Conference_Titel
Computer and Automation Engineering (ICCAE), 2010 The 2nd International Conference on
Conference_Location
Singapore
Print_ISBN
978-1-4244-5585-0
Electronic_ISBN
978-1-4244-5586-7
Type
conf
DOI
10.1109/ICCAE.2010.5451700
Filename
5451700
Link To Document