Please use this identifier to cite or link to this item: https://doi.org/10.1016/S0167-9236(03)00089-7
Title: Applying rough sets to market timing decisions
Authors: Shen, L. 
Loh, H.T. 
Keywords: Indicator selection
Rough sets
Trading system
Uncertainty
Issue Date: Sep-2004
Source: 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
URI: http://scholarbank.nus.edu.sg/handle/10635/59577
ISSN: 01679236
DOI: 10.1016/S0167-9236(03)00089-7
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

SCOPUSTM   
Citations

102
checked on Dec 5, 2017

WEB OF SCIENCETM
Citations

81
checked on Nov 16, 2017

Page view(s)

29
checked on Dec 10, 2017

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.