Constructing a stock decision-making assistance model: Using the china stocks as an example since 2000

The stock market is a complicated non-linear system, receive the mutual influence of many kinds of factors at the same time, the accurate prediction of the stock future price is very difficult. Stock market predict considered to be one of the most challenging application of predicting at present. It...

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Bibliographic Details
Main Authors: Wei-Ming Yeh, Li-Yuan Chen
Format: Conference Proceeding
Language:English
Subjects:
Additional technology
Data mining
Data models
Machine learning
Oscillators
Predictive models
Software
stock decision-making model
technical indicators
Time series analysis
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Summary:The stock market is a complicated non-linear system, receive the mutual influence of many kinds of factors at the same time, the accurate prediction of the stock future price is very difficult. Stock market predict considered to be one of the most challenging application of predicting at present. Its main research set up the stock mining programming on the basis of the data and analyze models, investors, through analyzing in mining the rule to appear, the rule can be better assurance and opportunity of buy and sell signal. According to the goal in study, we focus center on 5 individual stocks of China since 2000 and adopt additional technology to recognize the false signal, through examining has succeeded in getting rid of 10 in original 17 buy signal, the failure signal is 1, predict success rate rises to 85.71% from 35.29%.
ISSN:2160-133X
DOI:10.1109/ICMLC.2008.4620958