DocumentCode :
476274
Title :
Constructing a stock decision-making assistance model: Using the china stocks as an example since 2000
Author :
Yeh, Wei-Ming ; Chen, Li-yuan
Author_Institution :
Dept. of Radio&Telev., Nat. Taiwan Univ. of Arts, Taipei
Volume :
6
fYear :
2008
fDate :
12-15 July 2008
Firstpage :
3199
Lastpage :
3204
Abstract :
The stock market is a complicated non-linear system, receive the mutual influence of many kinds of factors at the same time, the accurate prediction of the stock future price is very difficult. Stock market predict considered to be one of the most challenging application of predicting at present. Its main research set up the stock mining programming on the basis of the data and analyze models, investors, through analyzing in mining the rule to appear, the rule can be better assurance and opportunity of buy and sell signal. According to the goal in study, we focus center on 5 individual stocks of China since 2000 and adopt additional technology to recognize the false signal, through examining has succeeded in getting rid of 10 in original 17 buy signal, the failure signal is 1, predict success rate rises to 85.71% from 35.29%.
Keywords :
decision making; stock markets; China stocks; stock decision-making assistance model; stock future price prediction; stock market; stock mining programming; Cybernetics; Data analysis; Data mining; Decision making; Machine learning; Predictive models; Signal analysis; Stock markets; TV; Time series analysis; Additional technology; stock decision-making model; technical indicators;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Machine Learning and Cybernetics, 2008 International Conference on
Conference_Location :
Kunming
Print_ISBN :
978-1-4244-2095-7
Electronic_ISBN :
978-1-4244-2096-4
Type :
conf
DOI :
10.1109/ICMLC.2008.4620958
Filename :
4620958
Link To Document :
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