A novel model for stock portfolio based on ARX, RS and a new grey relational grade theories

2008 IEEE International Conference on Cybernetics and Intelligent Systems, CIS 2008

Volumn , Issue , 2008, Pages 417-422

  Huang, Kuang Yu ^a   Jane, Chuen Jiuan ^a  

^a LING TUNG UNIVERSITY   (Taiwan)

Author keywords

Arx model; Component; Forecasting; Formatting; Grey relational analysis; Rough set; Stock portfolio; Style; Styling

Indexed keywords

COMMERCE; DECISION MAKING; EARNINGS; ELECTRONIC TRADING; FINANCIAL MARKETS; FORECASTING; INTELLIGENT SYSTEMS; INVESTMENTS; K-MEANS CLUSTERING; MULTIVARIABLE CONTROL SYSTEMS; PREDICTIVE ANALYTICS;

ARX MODEL; COMPONENT; FORMATTING; GREY RELATIONAL ANALYSIS; STOCK PORTFOLIO; STYLE; STYLING;

ROUGH SET THEORY;

EID: 57649239226     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICCIS.2008.4670874     Document Type: Conference Paper

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