INFORMATION CHANGE THE WORLD

International Journal of Engineering and Manufacturing(IJEM)

ISSN: 2305-3631 (Print), ISSN: 2306-5982 (Online)

Published By: MECS Press

IJEM Vol.2, No.2, Apr. 2012

Application of AC Algorithm Based on RS in Stock Index Prediction

Full Text (PDF, 239KB), PP.23-28


Views:117   Downloads:3

Author(s)

Xiaoguang Wang, Fuxian Liu, Hui Liu, Fei Ma

Index Terms

Analog Complexing Algorithm, Pattern Similarity, Rough Set

Abstract

The AC Algorithm may easily get a lower pattern similarity when performing the AC under the situation of encountering multi-dimensional data, so this will affect the selection of similar patterns. Combining the Rough Set theory, the author makes the data dimension reduction processing. The experiment shows that the AC algorithm based on RS is practical and its performance efficiency and prediction accuracy are much higher than the AC algorithm.

Cite This Paper

Xiaoguang Wang, Fuxian Liu, Hui Liu, Fei Ma,"Application of AC Algorithm Based on RS in Stock Index Prediction", IJEM, vol.2, no.2, pp.23-28, 2012.

Reference

[1] Guangqiang Wang, Peiling Zhou,“Application of Neuron Network in Stock Index Predicton[J],”Computer Engineering,vol.32,no.1,pp. 211-212, January 2006.

[2] Dengfeng Wu, “Application of GMDH network with chaos characteristic in rainfall predicton[J],” Journal of Chinese Computer Systems,vol. 21,no. 2,pp. 135-137. February 2000.

[3] Lorence,E.N. “Athmospheric predictability is revealed by naturally occurring analogues[J],” J.Atmos.Sci,no. 4,pp. 636-646. April 1969.

[4] Hema R.Madala,Alexy G.Ivakhnenko. “Inductive Learning Algorithms for Complex Systems Modeling [M],”Boca Raton,Ann Arbor: CRC Press Inc, 1994.

[5] Wenxiu Zhang, “Rough Set Theory and Method [M],”Scientific Publishing Company,2005.

[6] Motnikar,B.S.u.a, “Time-series forecasting by pattern imitation[J],”OR Spektrum, , vol. 18,no. 1,pp. 43-49. January 1996.

[7] Lin Zhu, “Rough Set Integrated Neural Network Model For Forecasting Stock Price[J],”Chinese Journal of Management Science,vol. 10,no. 4,pp. 7-12. April 2002.