Title :
Research on stock quotation based on improved Rough Lattice model
Author :
Yu-Hui, Tian ; Wei, Kong ; Shou-Ning, Qu ; Yu, Kong
Author_Institution :
Ind. Group, Univ. of Shandong, Jinan, China
Abstract :
In this paper, we make analysis and knowledge extraction on the process parameters of affecting stock market using Rough Lattice model. In order to forecast the risk of stock market, we utilize stock quotation data to mine rules according to CM_CARCL (Compressed Matrix Based Construction Algorithm of Rough Concept Lattice).The experiment shows that these rules mined from stock quotation can reflect the influence of different factors on stock quotation.
Keywords :
data mining; rough set theory; stock markets; compressed matrix based construction algorithm; knowledge extraction; rough concept lattice; rough lattice model; rule mining; stock market quotation; stock quotation data; CM_CARCL; rough lattice; rule mining; stock quotation;
Conference_Titel :
Educational and Information Technology (ICEIT), 2010 International Conference on
Conference_Location :
Chongqing
Print_ISBN :
978-1-4244-8033-3
Electronic_ISBN :
978-1-4244-8035-7
DOI :
10.1109/ICEIT.2010.5607552
