A soft-computing based rough sets classifier for classifying IPO returns in the financial markets

Applied Soft Computing Journal

Volumn 12, Issue 1, 2012, Pages 462-475

  Chen, You Shyang ^a   Cheng, Ching Hsue ^b  

^a HWA HSIA INSTITUTE OF TECHNOLOGY   (Taiwan)

^b NATIONAL YUNLIN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

Feature selection; IPO returns; Minimize Entropy Principle Approach (MEPA); Rough Set Theory (RST); Rule Filter method

Indexed keywords

COMMON MODELS; COMPUTING SYSTEM; CONVENTIONAL METHODS; DATA SETS; DECISION RULES; ENTROPY PRINCIPLE; EXISTING PROBLEMS; EXPECTED RETURN; FEATURE SELECTION METHODS; FILTER METHOD; FINANCIAL MARKET; HYBRID MODEL; INITIAL PUBLIC OFFERINGS; INPUT/OUTPUT; INTEGRATED MODELS; INVESTMENT DECISIONS; INVESTMENT MARKET; IPO RETURNS; LINEAR SEPARABILITY; MARKET CONDITION; MINIMIZE ENTROPY PRINCIPLE APPROACH (MEPA); PREDICTIVE VARIABLES; ROUGH SET; STANDARD DEVIATION; STATISTICAL TECHNIQUES;

COMMERCE; DECISION MAKING; DECISION THEORY; DECISION TREES; ENTROPY; FEATURE EXTRACTION; INVESTMENTS; KNOWLEDGE BASED SYSTEMS; SOFT COMPUTING;

ROUGH SET THEORY;

EID: 81155139696     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2011.08.023     Document Type: Article

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