Knowledge discovery with SOM networks in financial investment strategy

Shu Ching Kuo, Sheng-Tun Li, Yi Chung Cheng, Men Hsieu Ho

研究成果: Conference contribution

8 引文 (Scopus)

摘要

Recently, the recession of the global economy induces the coming of a new era of low interest-rates, which resulted in the stock market as an alternative investment channel for investors. The diversity and complication of domain knowledge existing in the stock market enhance its importance for developing a decision support system which can gather real-time pricing information for supporting decision-making in financial investment. In this study, we tackle these challenges by proposing an integrated solution on the basis of K-chart analysis and the over-whelming self-organizing map neural networks. We not only endeavor to improve the accuracy of uncovering trading signals, but also to maximize the profits of trading. The resulting decision model can help investment decision-makers of national stable funds make the most profitable decisions. In addition, financial experts can benefit from the ability of verifying or refining their tacit investment knowledge offered by the uncovered knowledge.

原文English
主出版物標題Proceedings - HIS'04
主出版物子標題4th International Conference on Hybrid Intelligent Systems
編輯M. Ishikawa, S. Hashimoto, M. Paprzycki, E. Barakova, K. Yoshida, M. Koppen, D.M. Corne, A. Abraham
頁面98-103
頁數6
出版狀態Published - 2005 十二月 9
事件Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems - Kitakyushu, Japan
持續時間: 2004 十二月 52004 十二月 8

出版系列

名字Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems

Other

OtherProceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems
國家Japan
城市Kitakyushu
期間04-12-0504-12-08

指紋

Data mining
Self organizing maps
Decision support systems
Refining
Profitability
Decision making
Neural networks
Costs
Financial markets

All Science Journal Classification (ASJC) codes

  • Engineering(all)

引用此文

Kuo, S. C., Li, S-T., Cheng, Y. C., & Ho, M. H. (2005). Knowledge discovery with SOM networks in financial investment strategy. 於 M. Ishikawa, S. Hashimoto, M. Paprzycki, E. Barakova, K. Yoshida, M. Koppen, D. M. Corne, ... A. Abraham (編輯), Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems (頁 98-103). (Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems).
Kuo, Shu Ching ; Li, Sheng-Tun ; Cheng, Yi Chung ; Ho, Men Hsieu. / Knowledge discovery with SOM networks in financial investment strategy. Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems. 編輯 / M. Ishikawa ; S. Hashimoto ; M. Paprzycki ; E. Barakova ; K. Yoshida ; M. Koppen ; D.M. Corne ; A. Abraham. 2005. 頁 98-103 (Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems).
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Kuo, SC, Li, S-T, Cheng, YC & Ho, MH 2005, Knowledge discovery with SOM networks in financial investment strategy. 於 M Ishikawa, S Hashimoto, M Paprzycki, E Barakova, K Yoshida, M Koppen, DM Corne & A Abraham (編輯), Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems. Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems, 頁 98-103, Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems, Kitakyushu, Japan, 04-12-05.

Knowledge discovery with SOM networks in financial investment strategy. / Kuo, Shu Ching; Li, Sheng-Tun; Cheng, Yi Chung; Ho, Men Hsieu.

Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems. 編輯 / M. Ishikawa; S. Hashimoto; M. Paprzycki; E. Barakova; K. Yoshida; M. Koppen; D.M. Corne; A. Abraham. 2005. p. 98-103 (Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems).

研究成果: Conference contribution

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Kuo SC, Li S-T, Cheng YC, Ho MH. Knowledge discovery with SOM networks in financial investment strategy. 於 Ishikawa M, Hashimoto S, Paprzycki M, Barakova E, Yoshida K, Koppen M, Corne DM, Abraham A, 編輯, Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems. 2005. p. 98-103. (Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems).