DocumentCode
1589178
Title
An Artificial Immune Method for Stock Market Avoiding Control of Hedge Fund
Author
Wu, Ze-Jun ; Xu Wang ; Liang, Yi-wen
Author_Institution
Wuhan Univ., Wuhan
Volume
2
fYear
2007
Firstpage
523
Lastpage
527
Abstract
With the increasing opening of Chinese financial market to the world, the international venture capital, especially the hedge fund, will make big profits through various operational means in this faulty environment. To ensure the stability of stock market, a newly method should be urgently proposed to participate in detecting abnormity of stock market. This paper introduces an artificial immune method, establishes the immune detecting system framework by mining the features of single stock\´s abnormal fluctuation and matching with macroeconomic indexes, uses negative selection algorithm recognizing "self and "non-self at the same time, while builds up detectors with alarm mechanism, providing a new idea for the management of stock risk.
Keywords
artificial intelligence; macroeconomics; stock markets; Chinese financial market; artificial immune method; hedge fund; macroeconomic indexes; stock market; stock market stability; stock risk management; Asia; Educational institutions; Environmental economics; Fluctuations; Immune system; Investments; Macroeconomics; Stability; Stock markets; Venture capital; Hedge fund; Immune defense; Negative selection algorithm; Stock market;
fLanguage
English
Publisher
ieee
Conference_Titel
Natural Computation, 2007. ICNC 2007. Third International Conference on
Conference_Location
Haikou
Print_ISBN
978-0-7695-2875-5
Type
conf
DOI
10.1109/ICNC.2007.183
Filename
4344407
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