{"title":"基于粗糙集理论的股票投资决策方法","authors":"Xiao Ming","doi":"10.1201/b17720-29","DOIUrl":null,"url":null,"abstract":"Multi-attribute decision method is used for stock investment decision on the basis of rough set theory.First,decision attributions are selected,rough set theory is used to analysis the relationship between stock return of 2006 and the financial attribute data,and find out the objective weights for each attribute.Both objective and subjective weight are considered in synthetical weights.Then,with the synthetical weight and financial data of 2007,all the selected stocks are scored.The score rank result is basically coincident with the real stock returns,which could prove the validity of the method used in this paper.","PeriodicalId":46024,"journal":{"name":"Journal of Statistics & Management Systems","volume":null,"pages":null},"PeriodicalIF":1.2000,"publicationDate":"2010-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Approach for Stock Investment Decisions Based on Rough Set Theory\",\"authors\":\"Xiao Ming\",\"doi\":\"10.1201/b17720-29\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Multi-attribute decision method is used for stock investment decision on the basis of rough set theory.First,decision attributions are selected,rough set theory is used to analysis the relationship between stock return of 2006 and the financial attribute data,and find out the objective weights for each attribute.Both objective and subjective weight are considered in synthetical weights.Then,with the synthetical weight and financial data of 2007,all the selected stocks are scored.The score rank result is basically coincident with the real stock returns,which could prove the validity of the method used in this paper.\",\"PeriodicalId\":46024,\"journal\":{\"name\":\"Journal of Statistics & Management Systems\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2010-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistics & Management Systems\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1201/b17720-29\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistics & Management Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1201/b17720-29","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Approach for Stock Investment Decisions Based on Rough Set Theory
Multi-attribute decision method is used for stock investment decision on the basis of rough set theory.First,decision attributions are selected,rough set theory is used to analysis the relationship between stock return of 2006 and the financial attribute data,and find out the objective weights for each attribute.Both objective and subjective weight are considered in synthetical weights.Then,with the synthetical weight and financial data of 2007,all the selected stocks are scored.The score rank result is basically coincident with the real stock returns,which could prove the validity of the method used in this paper.