Portfolio Decision Model in Stock Market Based On Rough Approzimate Operators

摘要：

Rough set is an effective method to deal with incomplete information, and it is generally applied to areas of uncertainty. We combine with rough approximation operators and OWA algorithm, for the purpose of analysis the part of the data that listed by financial statements companies. We calculate the most important factor in the prospects for the stock market, and provide a theoretical basis which portfolio decision processes need to focus on in the stock mark.

关键词： Rough Set OWA Operators Uncertainty Portfolio Decision

作者: LI Lihong JIANG Junna SHEN Shuqin

作者单位: College of Sciences, HeBei Polytechnic University, Hebei Tangshan 063009

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-4

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）