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
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);
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
DOI :
10.1109/ICCAE.2010.5451700
