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

Yoshiyuki Matsumoto; Junzo Watada

doi:10.1109/SCIS-ISIS.2012.6505224

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 proceeding › Conference 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 language	English
Title of host publication	6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012
Pages	1768-1771
Number of pages	4
DOIs	https://doi.org/10.1109/SCIS-ISIS.2012.6505224
Publication status	Published - 2012
Event	2012 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 20 → 2012 Nov 24

Other

Other	2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012
City	Kobe
Period	12/11/20 → 12/11/24

Keywords

rough sets
tick data
time-series

ASJC Scopus subject areas

Artificial Intelligence
Software

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10.1109/SCIS-ISIS.2012.6505224

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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 proceeding › Conference 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

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

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Keywords

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