Stock Fundamentals Model Based on Genetic Algorithm-Rough Set
نویسندگان
چکیده
منابع مشابه
Stock Fundamentals Model Based on Genetic Algorithm-Rough Set
Security investment problems are mostly highly-nonlinear and have huge operations, hence quantitative investment is applied to make decisions frequently. Considering the example of Medicine plate in Chinese stocks, fundamental indicators and technical indicators are combined, and then investment decisions are made and optimized stepwise based on rough set model, where generical gorithm is appli...
متن کاملA Clustering Algorithm Based on Rough Set and Genetic Algorithm
With the development of computer and information technology, the capacity of data and information is increasing. The processing of data and information becomes the hot issue in the current scientific community. Rough set and genetic algorithm are two data mining and processing technologies which had been commonly used. Rough set can process data quickly and the algorithm is simple. The converge...
متن کاملAn Attribute Reduction Algorithm Based on Rough Set Theory and an Improved Genetic Algorithm
Because the existing attribute reduction algorithms based on rough set theory and genetic algorithm have the main problems: the complexity in calculating fitness function and slow speed in convergence. An attribute reduction algorithm based on rough set theory and an improved genetic algorithm is proposed in this paper. In order to simplify the calculation of fitness function under the conditio...
متن کاملFundamental analysis of stock price by artificial neural networks model based on rough set theory ∗
It has been widely accepted that predicting stock price is not a simple task since many market factors are involved and their structural relationships are not fully known. In this study, we use both rough set theory and neural networks approach to get an effective model of stock price movement for China’s young stock market. The model is modified and tested by the most recent 6 years of data co...
متن کاملmortality forecasting based on lee-carter model
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Management and Sustainability
سال: 2016
ISSN: 1925-4733,1925-4725
DOI: 10.5539/jms.v6n1p206