CONSTRUCTING A STOCK DECISION-MAKING ASSISTANCE MODEL: USING THE CHINA STOCKS AS AN EXAMPLE SINCE 2000
The stock market is a complicated non-linear system, receive the mutual influence of many kinds of factors at the same time, the accurate prediction of the stock future price is very difficult. Stock market predict considered to be one of the most challenging application of predicting at present. Its main research set up the stock mining programming on the basis of the data and analyze models, investors, through analyzing in mining the rule to appear, the rule can be better assurance and opportunity of buy and sell signal. According to the goal in study, we focus center on S individual stocks of China since 2000 and adopt additional technology to recognize the false signal, through examining has succeeded in getting rid of 10 in original 17 buy signal, the failure signal is 1, predict success rate rises to 85.71％ from 35.29％.
Additional technology stock decision-making model technical indicators
WEI-MING YEH LI-YUAN CHEN
Department of Radio & Television, National Taiwan University of Arts, Taipei, Taiwan Antai College of Economics & Management, Shanghai Jiao Tong University, Shanghai 200052, China
国际会议
2008 International Conference on Machine Learning and Cybernetics(2008机器学习与控制论国际会议)
昆明
英文
3199-3204
2008-07-12（万方平台首次上网日期，不代表论文的发表时间）