Combined soft computing model for value stock selection based on fundamental analysis

文化大學機構典藏 CCUR > 商學院 > 財務金融學系 > 期刊論文 > Item 987654321/32082

jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://irlib.pccu.edu.tw/handle/987654321/32082

题名:	Combined soft computing model for value stock selection based on fundamental analysis
作者:	Shen, Kao-Yi Tzeng, Gwo-Hshiung
贡献者:	財金系
关键词:	Stock selection problem Investment rule Fundamental analysis (FA) Dominance based rough set approach (DRSA) Formal concept analysis (FCA) Decision making trial and evaluation laboratory (DEMATEL)
日期:	2015-12
上传时间:	2016-02-26 09:30:08 (UTC+8)
摘要:	The stock selection problem is one of the major issues in the investment industry, which is mainly solved by analyzing financial ratios. However, considering the complexity and imprecise patterns of the stock market, obvious and easy-to-understand investment rules, based on fundamental analysis, are difficult to obtain. Therefore, in this paper, we propose a combined soft computing model for tackling the value stock selection problem, which includes dominance-based rough set approach, formal concept analysis, and decision-making trial and evaluation laboratory technique. The objectives of the proposed approach are to (1) obtain easy-to-understand decision rules, (2) identify the core attributes that may distinguish value stocks, (3) explore the cause-effect relationships among the attributes or criteria in the strong decision rules to gain more insights. To examine and illustrate the proposed model, this study used a group of IT stocks in Taiwan as an empirical case. The findings contribute to the in-depth understanding of the value stock selection problem in practice. (C) 2015 Elsevier B.V. All rights reserved.
關聯:	APPLIED SOFT COMPUTING 卷: 37 頁碼: 142-155
显示于类别:	[財務金融學系 ] 期刊論文

文件中的档案:

档案	描述	大小	格式	浏览次数
index.html		0Kb	HTML	405	检视/开启

检视Licence

在CCUR中所有的数据项都受到原著作权保护.

数据加载中.....