基于粗集理论的股价走势预测-计算机应用技术专业论文.docxVIP

西南交通犬举硕士研究擞学位论文 西南交通犬举硕士研究擞学位论文 第1页 摘要 数据挖掘研究如何从大量的数据中获取对决策有帮助的知识。粗熊理论 是分析和处理各种不精礁、不完攘信息的数学王具，已成为数据挖掘研究缒 重要分支。夔着谣券帮绣鹣不酝发震，在谖券僖惠数攥露孛积累了犬豢历史 交易数据，如何充分利用这些历史数据探寻证券市场自身的运动规律，成为 人们关心的问题。探索了基于粗集理论的股梁价格预测方法。研究了相对差 异魄较袭弱纯簿算法露基予摆辩麓异魄较表熬满健约蔗算法、焦豹麓葵法， 对现有的属性约简冀法进行了改避，使萁在麟性约简过稷中充分考虑剐相对 差异比较表行、列两方面提供的信息。提出了综合考虑救术指标应用的极端 值、背离、交叉、失效四个方藤米确定决策袭救条件属惶，将三日爱股价鲍 涨跌瘸终隽决策藩穗，爱蓑取豹戆爨兵有预溅凌麓。研焱了铮对蘩梅建涯券 信息决策表连续属饿的离散化方法，在利用兹变换方法对连续属性进行离散 化时，充分注意到技术指标自身的特点，在宓际应用中取得了较为满意的结 果。设诗共实现了该知识发现系绞。系统由麓户器霞、矮套数据库、数摄预 处理和规则籀取遥个模块组成，利用VC在Windows平台上编程，取得了较 为满意的结果。最艏，探讨了进一步值得研究的方向。 关键词： 粗集；满性约简；值豹简；股价预测 蠢南交遇大攀颧士耢究生学位论文 蠢南交遇大攀颧士耢究生学位论文 蒙I I页 Abstract Data mining aims to get previously unknown and potentially useful knowl_ edge from a large amount of data to offer decision support。Rough set theory is a mathematical tool for use in circumstances that are characterized by vagueness and uncertainty．It has been proven to be very useful in the field of data mining。 With the development of the stock market，lots of history exchange data has been stored in database．It attracts more and more aRention that how to use these his- tory exchange data to discover the rules of the stock market．Based on binary discernible matrix，it iS studied of the binary discernible matrix reducible algo- rithm，Attribute reduction algorithm and values extraction algorithm．After con- sidered the information of rOW and column provided by the binary discernible matrix．a more efficient attribute reduction algorithrn iS designed．Then，it iS pointed out也e defect of the current method th贰used to construct stock decision table．A new method iS designed after considered the four apply aspects of the technical indicators，i．e．extreme Value，deviation，cross。and invalidation tO con— struct a more reasonable decision table．The percent rise or fall of three days after is placed in decision attribute in order to forecast the stock price。A new discrete method based on cloud transform has been researched．the characteristics of technical indicator a聪also considered