Rough Sets Approach to Economic Modeling: Unlocking Knowledge in Financial Data

作者: Tshilidzi Marwala

DOI: 10.1007/978-1-4471-5010-7_6

关键词: Boolean reasoningTrading rulesFinancial marketComputer scienceEconomic modelData scienceFinancial economicsRough setVolatility (finance)

摘要: Building models to accurately forecast financial markets has drawn the attention of economists, bankers, mathematicians and scientists alike. The are foundation every economy there many aspects that affect direction, volume, price, flow traded stocks. markets’ weakness external non-financial features as well ensuing volatility makes development a robust accurate market forecasting model an interesting problem. In this chapter rough set theory based is applied identify reducts possibly trading rules on data.

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