Title :
Rough set model based knowledge acquisition of market movements in tick-wise price data
Author :
Matsumoto, Yuki ; Watada, Junzo
Author_Institution :
Fac. of Econ., Shimonoseki City Univ., Shimonoseki, Japan
Abstract :
Rough set and its method were proposed by Z. Pawlak in 1982. This method enabled up to mine knowledge granules as decision rules from a database, a web base, a set and so on. The decisions rule can be applicable for data analysis as well. And the decision rules to reason, estimate, evaluate, or forecast an unknown object. The objective of this paper is to apply the rough set theory time series data and to mine. Knowledge granules are minded from the data set of tick-wise price fluctuations.
Keywords :
Internet; data analysis; data mining; knowledge acquisition; marketing data processing; pricing; rough set theory; time series; Web base; data analysis; database; decision rules; knowledge granule mining; market movements; rough set model based knowledge acquisition; rough set theory time series data mining; tick-wise price fluctuation data set; rough sets; tick data; time-series;
Conference_Titel :
Soft Computing and Intelligent Systems (SCIS) and 13th International Symposium on Advanced Intelligent Systems (ISIS), 2012 Joint 6th International Conference on
Conference_Location :
Kobe
Print_ISBN :
978-1-4673-2742-8
DOI :
10.1109/SCIS-ISIS.2012.6505224
