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 63 liu-hybridapproach-2013.pdf Published version application/pdf 294.21KB 87 liu-hybridapproach-evid-2013.pdf Evidence application/pdf 906.04KB 1069 Title A hybrid approach to fuzzy risk analysis in stock market Author(s) Liu,S Gan,M Dai,H orcid.org/0000-0001-9899-7029 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: Faculty of Science, Engineering and Built Environment School of Information Technology Open Access Collection Related Links Link Description Connect to Elements publication management system Go to link with your DU access privileges   Connect to published version Go to link with your DU access privileges     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 Fri, 21 Nov 2014, 17:29:34 EST Fri, 21 Nov 2014, 17:31:32 EST Fri, 21 Nov 2014, 17:32:10 EST Sat, 22 Nov 2014, 04:00:17 EST Mon, 24 Nov 2014, 11:59:59 EST Thu, 27 Nov 2014, 07:29:29 EST Thu, 27 Nov 2014, 07:31:48 EST Thu, 27 Nov 2014, 07:32:52 EST Wed, 14 Oct 2015, 13:57:55 EST Wed, 06 Dec 2017, 06:11:11 EST Fri, 07 Sep 2018, 17:21:01 EST Filtered Full Citation counts:   Cited 2 times in TR Web of Science Cited 3 times in Scopus Search Google Scholar Access Statistics: 408 Abstract Views, 1223 File Downloads  -  Detailed Statistics Created: Fri, 21 Nov 2014, 17:32:10 EST