DocumentCode
2641682
Title
Research on stock quotation based on improved Rough Lattice model
Author
Yu-Hui, Tian ; Wei, Kong ; Shou-Ning, Qu ; Yu, Kong
Author_Institution
Ind. Group, Univ. of Shandong, Jinan, China
Volume
3
fYear
2010
fDate
17-19 Sept. 2010
Abstract
In this paper, we make analysis and knowledge extraction on the process parameters of affecting stock market using Rough Lattice model. In order to forecast the risk of stock market, we utilize stock quotation data to mine rules according to CM_CARCL (Compressed Matrix Based Construction Algorithm of Rough Concept Lattice).The experiment shows that these rules mined from stock quotation can reflect the influence of different factors on stock quotation.
Keywords
data mining; rough set theory; stock markets; compressed matrix based construction algorithm; knowledge extraction; rough concept lattice; rough lattice model; rule mining; stock market quotation; stock quotation data; CM_CARCL; rough lattice; rule mining; stock quotation;
fLanguage
English
Publisher
ieee
Conference_Titel
Educational and Information Technology (ICEIT), 2010 International Conference on
Conference_Location
Chongqing
Print_ISBN
978-1-4244-8033-3
Electronic_ISBN
978-1-4244-8035-7
Type
conf
DOI
10.1109/ICEIT.2010.5607552
Filename
5607552
Link To Document