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 5 → 2004 十二月 8 |
出版系列
| 名字 | Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems |
|---|
Other
| Other | Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems |
|---|---|
| 國家 | Japan |
| 城市 | Kitakyushu |
| 期間 | 04-12-05 → 04-12-08 |
指紋
All Science Journal Classification (ASJC) codes
- Engineering(all)
引用此文
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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
TY - GEN
T1 - Knowledge discovery with SOM networks in financial investment strategy
AU - Kuo, Shu Ching
AU - Li, Sheng-Tun
AU - Cheng, Yi Chung
AU - Ho, Men Hsieu
PY - 2005/12/9
Y1 - 2005/12/9
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=28344453435&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=28344453435&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:28344453435
SN - 0769522912
T3 - Proceedings - HIS'04: 4th International Conference on Hybrid Intelligent Systems
SP - 98
EP - 103
BT - Proceedings - HIS'04
A2 - Ishikawa, M.
A2 - Hashimoto, S.
A2 - Paprzycki, M.
A2 - Barakova, E.
A2 - Yoshida, K.
A2 - Koppen, M.
A2 - Corne, D.M.
A2 - Abraham, A.
ER -