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

DOI10.3390/e12122397zbMath1229.91377OpenAlexW2122513151MaRDI QIDQ657512

Tai-Liang Chen, Chung-Ho Su, 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

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

Related Items

Time series forecasting for stock market prediction through data discretization by fuzzistics and rule generation by rough set theory, PROBABILISTIC AND INTUITIONISTIC FUZZY SETS–BASED METHOD FOR FUZZY TIME SERIES FORECASTING, Study on the stability of an artificial stock option market based on bidirectional conduction

Uses Software

• LERS

Cites Work

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