Rough Set Model Based Knowledge Acquisition of Market Movements from Economic Data

The concept and method of rough sets were proposed by Z. Pawlak in 1982. This method enables us to mine knowledge granules as decision rules from a database, a web base, a set and so on. The obtained decision rules can be applicable for data analysis as well as used to reason, estimate, evaluate, or forecast an unknown object. The objective of this paper is to apply the rough set method to time series data for mining knowledge granules, and especially to mine knowledge granules from the data set of tick-wise price fluctuations.

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