SAX-based Group Stock Portfolio Mining Approach

機構典藏 > College of Engineering > Graduate Institute & Department of Computer Science and Information Engineering > Proceeding > Item 987654321/106389

Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/106389

Title:	SAX-based Group Stock Portfolio Mining Approach
Authors:	Chen, C. H.;Lu, C. Y.;Yu, C. H.
Keywords:	genetic algorithms;grouping genetic algorithm;grouping problems;stock portfolio optimization;symbolic aggregate approximation
Date:	2015-09-03
Issue Date:	2016-04-27 11:11:33 (UTC+8)
Publisher:	IEEE
Abstract:	In this paper, symbolic aggregate approximation which is the well-known dimensionality reduction for time series is utilized for enhancing previous approach to mine more useful group stock portfolio by grouping genetic algorithm. Each chromosome consists of three part that are grouping, stock, and stock portfolio parts. Grouping and stock parts represent how to divide stocks into groups. Stock portfolio part means purchased stocks and units. Each individual is evaluated by group balance, portfolio satisfaction and SAX distance. Experiments on a real data are conducted to show merits of the proposed approach.
Relation:	Network-Based Information Systems (NBiS), 2015 18th International Conference, pp.280-285
DOI:	10.1109/NBiS.2015.44
Appears in Collections:	[Graduate Institute & Department of Computer Science and Information Engineering] Proceeding

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	247	View/Open
NBiS-INCoS-2015-full-program-v14.pdf	議程	5451Kb	Adobe PDF	99	View/Open