A hybrid model for stock market forecasting and portfolio selection based on ARX, grey system and RS theories

Expert Systems with Applications

Volumn 36, Issue 3 PART 1, 2009, Pages 5387-5392

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

^a LING TUNG UNIVERSITY   (Taiwan)

Author keywords

ARX model; Grey relational analysis; ROE; Rough set; Stock portfolio

Indexed keywords

CLUSTERING ALGORITHMS; COMMERCE; DATA MINING; DECISION MAKING; EARNINGS; ELECTRONIC TRADING; FORECASTING; INTELLIGENT SYSTEMS; INVESTMENTS; ROUGH SET THEORY; SYSTEM THEORY;

APPROPRIATE INVESTMENT; ARX MODEL; DECISION-MAKING RULES; FORECASTING ACCURACY; GREY RELATIONAL ANALYSIS; K-MEANS CLUSTERING ALGORITHM; STOCK MARKET FORECASTING; STOCK PORTFOLIO;

FINANCIAL MARKETS;

EID: 58349101071     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2008.06.103     Document Type: Article

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