SAX-based Group Stock Portfolio Mining Approach | |
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學年 | 104 |
學期 | 1 |
發表日期 | 2015-09-03 |
作品名稱 | SAX-based Group Stock Portfolio Mining Approach |
作品名稱(其他語言) | |
著者 | C. H. Chen; C. Y. Lu ; C. H. Yu |
作品所屬單位 | |
出版者 | |
會議名稱 | The 18th International Conference on Network-Based Information Systems |
會議地點 | Taipei,Taiwan |
摘要 | In this paper, symbolic aggregate approximation which is the well-known dimensionality reduction for time series is utilized for enhancing previous approach to mine more useful group stock portfolio by grouping genetic algorithm. Each chromosome consists of three part that are grouping, stock, and stock portfolio parts. Grouping and stock parts represent how to divide stocks into groups. Stock portfolio part means purchased stocks and units. Each individual is evaluated by group balance, portfolio satisfaction and SAX distance. Experiments on a real data are conducted to show merits of the proposed approach. |
關鍵字 | genetic algorithms;grouping genetic algorithm;grouping problems;stock portfolio optimization;symbolic aggregate approximation |
語言 | en |
收錄於 | |
會議性質 | 國際 |
校內研討會地點 | 無 |
研討會時間 | 20150903~20150905 |
通訊作者 | |
國別 | TWN |
公開徵稿 | |
出版型式 | |
出處 | Network-Based Information Systems (NBiS), 2015 18th International Conference, pp.280-285 |
相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/106389 ) |