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Trading Rule Extraction in Stock Market Using the Rough Set Approach
김경재,허진녕,한인구 한국지능정보시스템학회 1999 한국지능정보시스템학회 학술대회논문집 Vol.2 No.1
In this paper, we propose the rough set approach to extract trading rules able to discriminate between bullish and bearish markets in stock market. The rough set approach is very valuable to extract trading rules. First, it does not make any assumption about the distribution of the data. Second, it not only handles noise well, but also eliminates irrelevant factors. In addition, the rough set approach appropriate for detecting stock market timing because this approach does not generate the signal for trade when the pattern of market is uncertain. The experimental results are encouraging and prove the usefulness of the rough set approach for stock market analysis with respect to profitability.