Please use this identifier to cite or link to this item:
|Title:||Applying rough sets to market timing decisions|
|Authors:||Shen, L. |
|Citation:||Shen, L., Loh, H.T. (2004-09). Applying rough sets to market timing decisions. Decision Support Systems 37 (4) : 583-597. ScholarBank@NUS Repository. https://doi.org/10.1016/S0167-9236(03)00089-7|
|Abstract:||A lot of research has been done to predict economic development. The problem studied here is about the stock prediction for use of investors. More specifically, the stock market's movements will be analyzed and predicted. We wish to retrieve knowledge that could guide investors on when to buy and sell. Through a detailed case study on trading S&P 500 index, rough sets is shown to be an applicable and effective tool to achieve this goal. Some problems concerning time series transformation, indicator selection, trading system building in real implementation are also discussed. © 2003 Elsevier B.V. All rights reserved.|
|Source Title:||Decision Support Systems|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Jan 16, 2019
WEB OF SCIENCETM
checked on Jan 7, 2019
checked on Dec 8, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.