Title :
Classification Mining in Securities Investment Cost
Author :
Yu, Qingsong ; Jiang, Hong ; Yu, Yongjun
Author_Institution :
Comput. Center, East China Normal Univ., Shanghai, China
Abstract :
Transaction cost plays an important role in the return on investment of the stock market. A classification model is proposed based on logistic regression, which can seek out the stocks with high costs, improve trading strategies, reduce total transaction costs, and boost investors´ returns. It is verified that the cost classification model has better performance in both simulation environments and practical applications.
Keywords :
data mining; investment; pattern classification; regression analysis; stock markets; classification mining; logistic regression; securities investment cost; stock market investment; Analytical models; Correlation; Data mining; Logistics; Optimization; Security; Solid modeling; Data Mining; Impact Cost; Logistic Regression; Securities Investment; Trading Optimization; Transaction Cost;
Conference_Titel :
Multimedia Information Networking and Security (MINES), 2011 Third International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4577-1795-6
DOI :
10.1109/MINES.2011.87
