| 基于模糊关联规则的股票市场交易规则抽取 |
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| 引用本文： | 谭华,谢赤,储慧斌.基于模糊关联规则的股票市场交易规则抽取[J].系统工程,2007,25(4):92-97. |
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| 作者姓名： | 谭华 谢赤 储慧斌 |
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| 作者单位： | 湖南大学,工商管理学院,湖南,长沙,410082;湖南大学,金融与投资管理研究中心,湖南,长沙,410082 |
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| 基金项目： | 全国高校青年教师教学科研奖励基金;国家社会科学基金;高等学校博士学科点专项科研项目 |
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| 摘 要： | 将模糊关联规则应用于股票市场的交易规则抽取,以期能为投资者投资做出正确决策.首先选用聚类方法对模糊集属性进行离散化,进而构造模糊集和隶属函数,给出模糊集构造算法,最后提出适合股票交易规则抽取的模糊关联规则算法FARS.实验结果表明,所得规则能很好的反映股票交易中的实际情况.
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| 关 键 词： | 模糊关联规则 模糊集 股票交易 交易规则抽取 |
| 文章编号： | 1001-4098（2007）04-0092-06 |
| 修稿时间： | 2006-11-01 |
Stock Market Exchange based on Fuzzy Association Rules |
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| TAN Hua,XIE Chi,CHU Hui-bin.Stock Market Exchange based on Fuzzy Association Rules[J].Systems Engineering,2007,25(4):92-97. |
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| Authors: | TAN Hua XIE Chi CHU Hui-bin |
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| Institution: | 1. College of Business Administration, Hunan University,Changsha 410082,China; 2. Center of Finance and Investment Management, Hunan University, Changsha 410082, China |
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| Abstract: | In order to assist stock investors to make reasonable decision,we use fuzzy association rules to mining stock market's exchange rules in this paper.Firstly,the fuzzy sets' attributes are dispersed by clustering method.Secondly,fuzzy sets and their corresponding membership function of the quantitative attributes are generated by means of the mediods.At last,we give an algorithm called FARS,which can be used to mine the rules in stock market efficiently.The mining results reflect the practical information in stock market. |
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| Keywords: | Fuzzy Association Rules Fuzzy Sets Stock Exchange Mining Exchange Rules |
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