Forecasting the stock market with linguistic rules generated from the minimize entropy principle and the cumulative probability distribution approaches

DOI10.3390/E12122397MaRDI QIDQ657512zbMATH OpenOpenAlexFDO

Authors Chung-Ho Su, Tai-Liang Chen, Ching-Hsue Cheng, Ya-Ching Chen

Publication date 9 January 2012

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e12122397

zbMATH Keywords

rough set theorycumulative probability distribution approachminimize entropy principle approachstock market forecasting

Mathematics Subject Classification ID

Economic time series analysis (91B84) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

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Cites work

• scientific article; zbMATH DE number 1371306 (Why is no real title available?)
• scientific article; zbMATH DE number 1059895 (Why is no real title available?)
• An improved accuracy measure for rough sets
• Forecasting enrollments using high-order fuzzy time series and genetic algorithms
• Fuzzy sets
• Rough sets
• Rudiments of rough sets

Cited in

(5)

• Hybrid model of self-organizing map and adaptive neuro fuzzy inference system in stock indexes forecasting
• Time series forecasting for stock market prediction through data discretization by fuzzistics and rule generation by rough set theory
• Study on the stability of an artificial stock option market based on bidirectional conduction
• Probabilistic and intuitionistic fuzzy sets-based method for fuzzy time series forecasting
• scientific article; zbMATH DE number 1728420 (Why is no real title available?)

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