教師資料查詢 | 類別: 會議論文 | 教師: 陳俊豪 CHUN-HAO CHEN (瀏覽個人網頁)

標題: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
語言英文
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
國別中華民國
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
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