Using Rough Set ,Support Vector Machines, and Optimization Algorithm for Financial System
碩士 === 大葉大學 === 工業工程與科技管理學系 === 94 === The problem studied here was about the stock price prediction for use of investors.Technical analysis is mainly concerned with market indicators.These technical indicators look at the trend of price indices and individual securities.In order to solve because di...
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ndltd-TW-094DYU000300042016-06-03T04:14:18Z http://ndltd.ncl.edu.tw/handle/19373624165463726460 Using Rough Set ,Support Vector Machines, and Optimization Algorithm for Financial System 結合粗略集合論、支援向量機及最佳化演算法於財務系統之應用 Chung-Yuan Wu 吳忠原 碩士 大葉大學 工業工程與科技管理學系 94 The problem studied here was about the stock price prediction for use of investors.Technical analysis is mainly concerned with market indicators.These technical indicators look at the trend of price indices and individual securities.In order to solve because difficulty of analysis that technical indicator causes and categorised accuracy,Application of rough set theory(RST) and Support Vector Machines(SVM) to set up decision system.In order to deal with uncertain problem of Stock price , set up dependence of materials in order to as decision maker(DM).Application of Self-organizing map(SOM) to discretize the continuous attributes in reconstructed decision table for the succeeding rough sets processing. In our experiments,utilize SVM to choose the best parameter association to adjust decision rule,enable improving its decision rule and predicting ability.Utilize RST to combine the occupation mode of the technical indicator,let investors know the range of ups and downs of the stock price clearly . Yu-Wen Chen Ping-Feng Pai 陳郁文 白炳豐 2006 學位論文 ; thesis 69 zh-TW |
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碩士 === 大葉大學 === 工業工程與科技管理學系 === 94 === The problem studied here was about the stock price prediction for use of investors.Technical analysis is mainly concerned with market indicators.These technical indicators look at the trend of price indices and individual securities.In order to solve because difficulty of analysis that technical indicator causes and categorised accuracy,Application of rough set theory(RST) and Support Vector Machines(SVM) to set up decision system.In order to deal with uncertain problem of Stock price , set up dependence of materials in order to as decision maker(DM).Application of Self-organizing map(SOM) to discretize the continuous attributes in reconstructed decision table for the succeeding rough sets processing. In our experiments,utilize SVM to choose the best parameter association to adjust decision rule,enable improving its decision rule and predicting ability.Utilize RST to combine the occupation mode of the technical indicator,let investors know the range of ups and downs of the stock price clearly .
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Yu-Wen Chen |
author_facet |
Yu-Wen Chen Chung-Yuan Wu 吳忠原 |
author |
Chung-Yuan Wu 吳忠原 |
spellingShingle |
Chung-Yuan Wu 吳忠原 Using Rough Set ,Support Vector Machines, and Optimization Algorithm for Financial System |
author_sort |
Chung-Yuan Wu |
title |
Using Rough Set ,Support Vector Machines, and Optimization Algorithm for Financial System |
title_short |
Using Rough Set ,Support Vector Machines, and Optimization Algorithm for Financial System |
title_full |
Using Rough Set ,Support Vector Machines, and Optimization Algorithm for Financial System |
title_fullStr |
Using Rough Set ,Support Vector Machines, and Optimization Algorithm for Financial System |
title_full_unstemmed |
Using Rough Set ,Support Vector Machines, and Optimization Algorithm for Financial System |
title_sort |
using rough set ,support vector machines, and optimization algorithm for financial system |
publishDate |
2006 |
url |
http://ndltd.ncl.edu.tw/handle/19373624165463726460 |
work_keys_str_mv |
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