The Forecast Method of Stock Market Trend Based on Rough Set Theory
It is an important method to reduce the risk of investment through the use of historical data to accurately forecast the stock market trend. This paper proposes a forecast method of stock market trend based on rough collection theory. First, it transforms the opening price, closing price, turnover and other indicators into the condition attributes and decision-making attributes and carries on discretization processing; then it reduces the condition attributes by using RS theory, and ranks it according to its importance; finally, it extracts the forecast rules of the stock market trend on the basis of attribute values reduction. The case study, which takes stock A in Shanghai Stock Exchange as an example, shows that the method starts with the data collection alone and does not need any premise assumptions. This method finds not only the internal regularity of the stock market trend, but also the important influencing factors, which illustrate the effectiveness of the method.
RS Theory Stock Market Trend Forecast Method
Zhu Yongming
School of Management Engineering, Zhengzhou University, Zhengzhou, P.R.China 450001;School of Management, Tianjin University, Tianjin, P.R.China, 300072
国际会议
郑州
英文
2008-09-20（万方平台首次上网日期，不代表论文的发表时间）