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

Yoshiyuki Matsumoto, Junzo Watada

    研究成果: Conference contribution

    抄録

    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.

    本文言語English
    ホスト出版物のタイトル6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012
    ページ1768-1771
    ページ数4
    DOI
    出版ステータスPublished - 2012
    イベント2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012 - Kobe
    継続期間: 2012 11 202012 11 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

    ASJC Scopus subject areas

    • Artificial Intelligence
    • Software

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