政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/74478

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | 全文笔数/总笔数 : 114205/145239 (79%)
造访人次 : 52922129 在线人数 : 1030

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

政大機構典藏 > 資訊學院 > 資訊科學系 > 會議論文 > Item 140.119/74478

请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/74478

题名:	An empirical study of applying data mining techniques to the prediction of TAIEX Futures
作者:	Lin, H.-C.;Hsu, Kuo-Wei 徐國偉
贡献者:	資科系
关键词:	Binary classification problems;Data preprocessing;Data stream mining;Empirical studies;futures;Real-world problem;Stock index futures;Taiwan stock exchanges;Classification (of information);Data communication systems;Forecasting;Granular computing;Data mining
日期:	2012
上传时间:	2015-04-10 16:38:26 (UTC+8)
摘要:	It is an inevitable trend to learn and extract useful knowledge from massive data, so that data miming has been one of popular fields for researches and practitioners. Recently, data stream mining has emerged as an important subfield of data mining, because data samples usually are generated in a sequence over time and collected in a form of a stream in many cases in the real world. In this paper, we study a real-world problem and apply data stream mining techniques to the prediction of Taiwan Stock Exchange Capitalization Weighted Stock Index Futures (TAIEX Futures). We model the problem as a binary classification problem and our goal is to predict the rising or falling of the short-term futures. We design the data pre-processing procedure and employ a data stream miming toolkit in experiments. The results indicate that the concept drift detection method is helpful for TAIEX Futures in which concept drift supposedly exists and also that data stream mining technology is helpful for predicting the futures market. © 2012 IEEE.
關聯:	Proceedings - 2012 IEEE International Conference on Granular Computing, GrC 2012 10.1109/GrC.2012.6468567
数据类型:	conference
DOI 連結:	http://dx.doi.org/10.1109/GrC.2012.6468567
DOI:	10.1109/GrC.2012.6468567
显示于类别:	[資訊科學系] 會議論文

文件中的档案:

档案	描述	大小	格式	浏览次数
index.html		0Kb	HTML2	771	检视/开启

在政大典藏中所有的数据项都受到原著作权保护.

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

数据加载中.....