DocumentCode
3310624
Title
Applying rule induction to stock screening
Author
Yam, K.Y.
Author_Institution
Austin Lab., EDS Research, TX
fYear
1991
fDate
9-11 Oct 1991
Firstpage
288
Lastpage
293
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/AIAWS.1991.236587
Filename
236587
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