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Particle Swarm Optimization algorithm (PSO), when applied to problems with continuous variables, presents results with better quality at a lower computational cost when compared to the Genetic Algorithm (GA). Thus, the PSO becomes a very useful method to be applied with investment strategies used to optimize profit from operations made in the stock market, since investors seek quick and profitable...
This paper proposes a method of data stream clustering for stock data analysis. The method aims to retain shape and tend features during the clustering process. The experimental results show that the shape-based clustering over data streams can get the evolution accuracy of 95% with the reasonable parameters.
The insurance credit evaluation often involves qualitative and quantitative information. This paper presents a unified framework to synthesize and aggregate them. In this framework, the qualitative information is expressed by the linguistic labels or expressions, and the quantitative information is expressed by the numerical values. The semantics of linguistic expression is described by a semantic...
Trading rules derived from technical analysis are valuable tools in making profits from the financial market. Among those trading rules, the moving average-based rule has been the most widely adopted choice by a large number of investors. Buy/sell signals are identified when curves of long/short averages cross each other. With an attempt to optimize the rule and maximize the trading profit, this paper...
In a recent study, Lin proposed the LCS for short-term stock forecast. Gershoff proposed the extended Classifier system (XCS) agent to model different traders by supplying different input information. Announcement made by Morgan Stanley Capital Investment (MSCI) regarding the additions, removals, and even the weights of the component stocks in its country indices every quarter generally would cause...
Taking the Knightian uncertainty of financial market into consideration, the randomness and fuzziness of stock price should been evaluated by both probabilistic expectation and fuzzy expectation. We make use of parabolic type fuzzy numbers to discuss the fuzzy binomial option pricing model with uncertainty of both randomness and fuzziness, and derive expression for the fuzzy risk neutral probabilities,...
The subprime mortgage crisis is an ongoing financial crisis triggered by a dramatic rise in mortgage delinquencies and foreclosures in the world, with major adverse consequences for banks and financial markets around the globe. And communication equipment industry enterprise in China must enhance their anti-risk capability force to increase market share. This paper constructs anti-risk capability...
The traditional solutions to the stock market security are not sufficient in identifying attackers and further attack plans from the analysis of existing events.Therefore, it is difficult for analysts to prevent future unexpected events or frauds by only monitoring the realtime trading information. The event-driven fraud detection in financial market could not help analysts to find attack plans and...
The representative heuristic psychology is one of the unreasonable psychologies existing in the financial market. A novel research idea is given in this paper: using the corresponding relation and grey interconnect degree to check this psychology in the international petroleum futures market, and give an empirical test for some events such as OPEC meetings and the war. At the same time, we also verify...
Financial intelligent monitoring system is emerging new research area and also has great commercial potentials. Traditional technical analysis relies on some statistics including technical indicators to determine turning point of the trend. Despite the fact that financial markets conform to some mathematical concepts and cause it to be analyzed with different Artificial Intelligence (AI) algorithms,...
Investment strategies in stock market have gained unprecedented popularity in major financial markets around the world. However, it is a very difficult problem because of the fluctuation of the stock market. This study presents usefulness of rough set on the rule base to develop real-time investment strategies using technical analysis in futures market. This study consists of four phases. In the first...
The aim of this paper is to adopt two-stage classification methods, and to apply fuzzy clustering analysis for mining data in the credit market in order to reflect the characteristic type knowledge of common nature of the similar things and different type characteristic knowledge of dissimilar things. First of all, the paper carries on attribute normalization of multi-factors which influence banks...
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