期刊
EXPERT SYSTEMS WITH APPLICATIONS
卷 39, 期 10, 页码 9054-9063出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.eswa.2012.02.047
关键词
Hang Seng Index; Financial data association; Fuzzy association rule; Fuzzy set theory
类别
资金
- Research Office and the Department of ISE of The Hong Kong Polytechnic University [GYJ12]
In the rapidly changing financial market, investors always have difficulty in deciding the right time to trade. In order to enhance investment profitability, investors desire a decision support system. The proposed artificial intelligence methodology provides investors with the ability to learn the association among different parameters. After the associations are extracted, investors can apply the rules in their decision support systems. In this work, the model is built with the ultimate goal of predicting the level of the Hang Seng Index in Hong Kong. The movement of Hang Seng Index, which is associated with other economics indices including the gross domestic product (GDP) index, the consumer price index (CPI), the interest rate, and the export value of goods from Hong Kong, is learnt by the proposed method. The case study shows that the proposed method is a feasible way to provide decision support for investors who may not be able to identify the hidden rules between the Hang Seng Index and other economics indices. (C) 2012 Elsevier Ltd. All rights reserved.
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