Title :
Applying rule induction to stock screening
Author_Institution :
Austin Lab., EDS Research, TX
Abstract :
This paper introduces a tree induction method and illustrate its application in stock portfolio construction. This method serves as a tool that can be used to analyze a huge financial database for regularities and commonalities exhibited in a given set of securities. The method can be viewed as a classification technique that generates a decision rule relating a set of variables to a class description
Keywords :
financial data processing; learning (artificial intelligence); stock markets; financial database; stock portfolio construction; tree induction method; Computer security; Data analysis; Data security; Flexible manufacturing systems; Induction generators; Investments; Laboratories; Pattern recognition; Portfolios; Relational databases;
Conference_Titel :
Artificial Intelligence Applications on Wall Street, 1991. Proceedings., First International Conference on
Conference_Location :
New York, NY
Print_ISBN :
0-8186-2240-7
DOI :
10.1109/AIAWS.1991.236587
