• 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