title: |
Stock Data Mining through Fuzzy Genetic Algorithms |
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publication: |
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part of series: |
Advances in Intelligent Systems Research | |
ISBN: |
978-90-78677-01-7 | |
ISSN: |
1951-6851 | |
DOI: |
doi:10.2991/jcis.2006.129 (how to use a DOI) | |
author(s): |
Longbing Cao, Chao Luo, Jiarui Ni, Dan Luo, Chengqi Zhang |
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corresponding author: |
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publication date: |
October 2006 |
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keywords: |
stock data mining, fuzzy genetic algorithm |
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abstract: |
Stock data mining such as financial pairs mining is useful for trading supports and market surveillance. Financial pairs mining targets mining pair relationships between financial entities such as stocks and markets. This paper introduces a fuzzy genetic algorithm framework and strategies for discovering pair relationship in stock data such as in high dimensional trading data by considering user preference. The developed techniques have a potential to mine pairs between stocks, between stock-trading rules, and between markets. Experiments in real stock data show that the proposed approach is useful for mining pairs helpful for real trading decision-support and market surveillance. |
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copyright: |
©
Atlantis Press. This article is distributed under the
terms of the Creative Commons Attribution License, which permits
non-commercial use, distribution and reproduction in any medium,
provided the original work is properly cited. |
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full text: |