Rough Set Generating Prediction Rules for Stock Price Movement

@article{AlQaheri2008RoughSG,
  title={Rough Set Generating Prediction Rules for Stock Price Movement},
  author={Hameed Al-Qaheri and Shariffah Zamoon and Aboul Ella Hassanien and Ajith Abraham},
  journal={2008 Second UKSIM European Symposium on Computer Modeling and Simulation},
  year={2008},
  pages={111-116}
}
This paper presents rough sets generating prediction rules scheme for stock price movement. The scheme was able to extract knowledge in the form of rules from daily stock movements. These rules then could be used to guide investors whether to buy, sell or hold a stock. To increase the efficiency of the prediction process, rough sets with Boolean reasoning discretization algorithm is used to discretize the data. Rough set reduction technique is applied to find all the reducts of the data… CONTINUE READING

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