• 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