淡江大學機構典藏:Item 987654321/106389
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 56829/90534 (63%)
造访人次 : 12271713      在线人数 : 67
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻


    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/106389


    题名: SAX-based Group Stock Portfolio Mining Approach
    作者: Chen, C. H.;Lu, C. Y.;Yu, C. H.
    关键词: genetic algorithms;grouping genetic algorithm;grouping problems;stock portfolio optimization;symbolic aggregate approximation
    日期: 2015-09-03
    上传时间: 2016-04-27 11:11:33 (UTC+8)
    出版者: IEEE
    摘要: 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.
    關聯: Network-Based Information Systems (NBiS), 2015 18th International Conference, pp.280-285
    DOI: 10.1109/NBiS.2015.44
    显示于类别:[資訊工程學系暨研究所] 會議論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    index.html0KbHTML131检视/开启
    NBiS-INCoS-2015-full-program-v14.pdf議程5451KbAdobe PDF30检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回馈