You are not logged in.
Openly accessible

A hybrid approach to fuzzy risk analysis in stock market

Liu,S, Gan,M and Dai,H 2013, A hybrid approach to fuzzy risk analysis in stock market, in FSKD 2013 : Proceedings 2013 10th International Conference on Fuzzy Systems and Knowledge Discovery, IEEE Computer Society, Piscataway, N. J., pp. 295-298, doi: 10.1109/FSKD.2013.6816210.

Attached Files
Name Description MIMEType Size Downloads
SYMPLECTIC-LICENCE DRO_Licence_Agreement.txt text/plain 1.48KB 10
liu-hybridapproach-2013.pdf Published version application/pdf 294.21KB 36
liu-hybridapproach-evid-2013.pdf Evidence application/pdf 906.04KB 303

Title A hybrid approach to fuzzy risk analysis in stock market
Author(s) Liu,S
Gan,M
Dai,H
Conference name International Conference on Fuzzy Systems and Knowledge Discovery (10th : 2013 : Shenyang, China)
Conference location Shenyang, China
Conference dates 23-25 Jul. 2013
Title of proceedings FSKD 2013 : Proceedings 2013 10th International Conference on Fuzzy Systems and Knowledge Discovery
Editor(s) Chen, Jianhua
Wang, Xingwei
Wang, Lipo
Sun, Jinguang
Meng, Xiangfu
Publication date 2013
Conference series International Conference on Fuzzy Systems and Knowledge Discovery
Start page 295
End page 298
Total pages 4
Publisher IEEE Computer Society
Place of publication Piscataway, N. J.
Keyword(s) Grey system
risk analysis
equity risk prediction
Science & Technology
Technology
Computer Science, Artificial Intelligence
Computer Science, Information Systems
Computer Science
Summary The analysis and prediction of stock market has always been well recognized as a difficult problem due to the level of uncertainty and the factors that affect the price. To tackle this challenge problem, this paper proposed a hybrid approach which mines the useful information utilizing grey system and fuzzy risk analysis in stock prices prediction. In this approach, we firstly provide a model which contains the fuzzy function, k-mean algorithm and grey system (shorted for FKG), then provide the model of fuzzy risk analysis (FRA). A practical example to describe the development of FKG and FRA in stock market is given, and the analytical results provide an evaluation of the method which shows promote results. © 2013 IEEE.
Notes This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder.
ISBN 1467352535
9781467352536
Language eng
DOI 10.1109/FSKD.2013.6816210
Field of Research 080109 Pattern Recognition and Data Mining
Socio Economic Objective 970108 Expanding Knowledge in the Information and Computing Sciences
HERDC Research category E1.1 Full written paper - refereed
Copyright notice ©2013, IEEE
Free to Read? Yes
Persistent URL http://hdl.handle.net/10536/DRO/DU:30067623

Document type: Conference Paper
Collections: School of Information Technology
Open Access Collection
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 1 times in TR Web of Science
Scopus Citation Count Cited 1 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 169 Abstract Views, 353 File Downloads  -  Detailed Statistics
Created: Fri, 21 Nov 2014, 17:32:10 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.