Thursday, May 14, 2015

Applications of Data Mining Techniques in Stock Selection



Bayesian Networks



Decision Trees


Fuzzy Sets

Neural Networks

Rough Sets



Fundamental Analysis of Stock Price Artificial Neural Network Model based on Rough Set Theory
Wei Wu, Jiuping Ju, World Journal of Modeling and Simulation, Vol. 2, (2006), No. 1, pp. 36-44
http://www.worldacademicunion.com/journal/1746-7233WJMS/WJMSvol2no1paper4.pdf

Article in Transactions in Rough Sets XVII March 2014
https://books.google.co.in/books?id=Mky7BQAAQBAJ

Rough Sets in Economics and Finance - Has a section on applications in portfolio selection.        

No comments:

Post a Comment