SAX-based Group Stock Portfolio Mining Approach
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
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 )