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A hybrid approach to fuzzy risk analysis in stock market

conference contribution
posted on 2013-01-01, 00:00 authored by Shigang Liu, Min Gan, Honghua Dai
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.

History

Event

International Conference on Fuzzy Systems and Knowledge Discovery (10th : 2013 : Shenyang, China)

Series

International Conference on Fuzzy Systems and Knowledge Discovery

Pagination

295 - 298

Publisher

IEEE Computer Society

Location

Shenyang, China

Place of publication

Piscataway, N.J.

Start date

2014-07-23

End date

2013-07-25

ISBN-13

9781467352536

ISBN-10

1467352535

Language

eng

Publication classification

E Conference publication; E1.1 Full written paper - refereed

Copyright notice

2013, IEEE

Editor/Contributor(s)

J Chen, X Wang, L Wang, J Sun, X Meng

Title of proceedings

FSKD 2013 : Proceedings 2013 10th International Conference on Fuzzy Systems and Knowledge Discovery