Rough set model based knowledge acquisition of market movements in tick-wise price data

Yoshiyuki Matsumoto; Junzo Watada

doi:10.1109/SCIS-ISIS.2012.6505224

Rough set model based knowledge acquisition of market movements in tick-wise price data

Yoshiyuki Matsumoto, Junzo Watada

研究成果: Conference contribution

抄録

Rough set and its method were proposed by Z. Pawlak in 1982. This method enabled up to mine knowledge granules as decision rules from a database, a web base, a set and so on. The decisions rule can be applicable for data analysis as well. And the decision rules to reason, estimate, evaluate, or forecast an unknown object. The objective of this paper is to apply the rough set theory time series data and to mine. Knowledge granules are minded from the data set of tick-wise price fluctuations.

本文言語	English
ホスト出版物のタイトル	6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012
ページ	1768-1771
ページ数	4
DOI	https://doi.org/10.1109/SCIS-ISIS.2012.6505224
出版ステータス	Published - 2012
イベント	2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012 - Kobe 継続期間: 2012 11月 20 → 2012 11月 24

Other

Other	2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012
City	Kobe
Period	12/11/20 → 12/11/24

ASJC Scopus subject areas

人工知能
ソフトウェア

文献へのアクセス

10.1109/SCIS-ISIS.2012.6505224

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引用スタイル

Matsumoto, Y & Watada, J 2012, Rough set model based knowledge acquisition of market movements in tick-wise price data. in 6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012., 6505224, pp. 1768-1771, 2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012, Kobe, 12/11/20. https://doi.org/10.1109/SCIS-ISIS.2012.6505224

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Rough set model based knowledge acquisition of market movements in tick-wise price data

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