Rough set model based knowledge acquisition of market movements in tick-wise price data

Yoshiyuki Matsumoto, Junzo Watada

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    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.

    Original languageEnglish
    Title of host publication6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012
    Pages1768-1771
    Number of pages4
    DOIs
    Publication statusPublished - 2012
    Event2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012 - Kobe
    Duration: 2012 Nov 202012 Nov 24

    Other

    Other2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012
    CityKobe
    Period12/11/2012/11/24

    Fingerprint

    Knowledge acquisition
    Rough set theory
    Time series

    Keywords

    • rough sets
    • tick data
    • time-series

    ASJC Scopus subject areas

    • Artificial Intelligence
    • Software

    Cite this

    Matsumoto, Y., & Watada, J. (2012). Rough set model based knowledge acquisition of market movements in tick-wise price data. In 6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012 (pp. 1768-1771). [6505224] https://doi.org/10.1109/SCIS-ISIS.2012.6505224

    Rough set model based knowledge acquisition of market movements in tick-wise price data. / Matsumoto, Yoshiyuki; Watada, Junzo.

    6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012. 2012. p. 1768-1771 6505224.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Matsumoto, Y & Watada, J 2012, Rough set model based knowledge acquisition of market movements in tick-wise price data. in 6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012., 6505224, pp. 1768-1771, 2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012, Kobe, 12/11/20. https://doi.org/10.1109/SCIS-ISIS.2012.6505224
    Matsumoto Y, Watada J. Rough set model based knowledge acquisition of market movements in tick-wise price data. In 6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012. 2012. p. 1768-1771. 6505224 https://doi.org/10.1109/SCIS-ISIS.2012.6505224
    Matsumoto, Yoshiyuki ; Watada, Junzo. / Rough set model based knowledge acquisition of market movements in tick-wise price data. 6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012. 2012. pp. 1768-1771
    @inproceedings{a6b97313888944aba1c642db0eb927d0,
    title = "Rough set model based knowledge acquisition of market movements in tick-wise price data",
    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 = "rough sets, tick data, time-series",
    author = "Yoshiyuki Matsumoto and Junzo Watada",
    year = "2012",
    doi = "10.1109/SCIS-ISIS.2012.6505224",
    language = "English",
    isbn = "9781467327428",
    pages = "1768--1771",
    booktitle = "6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012",

    }

    TY - GEN

    T1 - Rough set model based knowledge acquisition of market movements in tick-wise price data

    AU - Matsumoto, Yoshiyuki

    AU - Watada, Junzo

    PY - 2012

    Y1 - 2012

    N2 - 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.

    AB - 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.

    KW - rough sets

    KW - tick data

    KW - time-series

    UR - http://www.scopus.com/inward/record.url?scp=84877824459&partnerID=8YFLogxK

    UR - http://www.scopus.com/inward/citedby.url?scp=84877824459&partnerID=8YFLogxK

    U2 - 10.1109/SCIS-ISIS.2012.6505224

    DO - 10.1109/SCIS-ISIS.2012.6505224

    M3 - Conference contribution

    SN - 9781467327428

    SP - 1768

    EP - 1771

    BT - 6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012

    ER -