{"title":"股票市场模糊风险分析的混合方法","authors":"Shigang Liu, M. Gan, H. Dai","doi":"10.1109/FSKD.2013.6816210","DOIUrl":null,"url":null,"abstract":"The analysis and prediction of stock market has always been well recognized as a difficult problem due to the level of uncertainty and the factors that affect the price. To tackle this challenge problem, this paper proposed a hybrid approach which mines the useful information utilizing grey system and fuzzy risk analysis in stock prices prediction. In this approach, we firstly provide a model which contains the fuzzy function, k-mean algorithm and grey system (shorted for FKG), then provide the model of fuzzy risk analysis (FRA). A practical example to describe the development of FKG and FRA in stock market is given, and the analytical results provide an evaluation of the method which shows promote results.","PeriodicalId":368964,"journal":{"name":"2013 10th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)","volume":"6 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2013-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"A hybrid approach to fuzzy risk analysis in stock market\",\"authors\":\"Shigang Liu, M. Gan, H. Dai\",\"doi\":\"10.1109/FSKD.2013.6816210\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The analysis and prediction of stock market has always been well recognized as a difficult problem due to the level of uncertainty and the factors that affect the price. To tackle this challenge problem, this paper proposed a hybrid approach which mines the useful information utilizing grey system and fuzzy risk analysis in stock prices prediction. In this approach, we firstly provide a model which contains the fuzzy function, k-mean algorithm and grey system (shorted for FKG), then provide the model of fuzzy risk analysis (FRA). A practical example to describe the development of FKG and FRA in stock market is given, and the analytical results provide an evaluation of the method which shows promote results.\",\"PeriodicalId\":368964,\"journal\":{\"name\":\"2013 10th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)\",\"volume\":\"6 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-07-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2013 10th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/FSKD.2013.6816210\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2013 10th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/FSKD.2013.6816210","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A hybrid approach to fuzzy risk analysis in stock market
The analysis and prediction of stock market has always been well recognized as a difficult problem due to the level of uncertainty and the factors that affect the price. To tackle this challenge problem, this paper proposed a hybrid approach which mines the useful information utilizing grey system and fuzzy risk analysis in stock prices prediction. In this approach, we firstly provide a model which contains the fuzzy function, k-mean algorithm and grey system (shorted for FKG), then provide the model of fuzzy risk analysis (FRA). A practical example to describe the development of FKG and FRA in stock market is given, and the analytical results provide an evaluation of the method which shows promote results.