- 期刊
Rough Set-Based Market Knowledge Acquisition from Tick-Wise Price Movement Data
並列摘要
Rough set theory was proposed by Z. Pawlak in 1982. This theory enables us to mine decision rules from a data depository including a database, a web base, and a set. The decision rules obtained can be usable in data analysis as well. The obtained decision rules can be capable of reasoning the conclusion of an unknown object using various premises. The objective of this paper is to apply the rough set theory to analysis of time-series data. Once finishing the model, we exemplify an example to show how such knowledge is acquired and illustrate the difference among sets of obtained decision rules in different time periods.
被引用紀錄
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