關鍵字查詢 | 類別:會議論文 | | 關鍵字:SAX-based Group Stock Portfolio Mining Approach

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序號 學年期 教師動態
1 104/1 資工系 陳俊豪 教授 會議論文 發佈 SAX-based Group Stock Portfolio Mining Approach , [104-1] :SAX-based Group Stock Portfolio Mining Approach會議論文SAX-based Group Stock Portfolio Mining ApproachC. H. Chen; C. Y. Lu ; C. H. Yugenetic algorithms;grouping genetic algorithm;grouping problems;stock portfolio optimization;symbolic aggregate approximationNetwork-Based Information Systems (NBiS), 2015 18th International Conference, pp.280-285In 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.en國際無20150903~20150905是TWNThe 18th Internat
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