A hybrid forecast marketing timing model based on probabilistic neural network, rough set and C4.5
By Jao-Hong Cheng, Huei-Ping Chen, Yi‐min Lin. 2010
54 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Management Science and Operations Research
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Theory and Mathematics
In Management Science and Operations Research
- Mohammad Modarres
- Tugrul U. Daim
- Sasan Barak
- Erkam Güresen
- Gülgün Kayakutlu
- Saman Haratizadeh
- Ehsan Hoseinzade
- Prodromos Konstandinos Chourmouziadis
Citations in the corpus
- Developing an approach to evaluate stocks by forecasting effective features with data mining methods (2015, background): “Cheng, Chen, and Lin (2010) conducted a comprehensive study on macroeconomic and technical features and studied 8 financial ratios and 10 macroeconomic indicators to investigate their effect on return variation in Taiwan stock market.”
- Using artificial neural network models in stock market index prediction (2011, methodology): “Cheng, Chen, and Lin (2010) used PNN (Prbobabilistic NN), rough sets, and hybrid model (PNN, Rough Set, C 4.5 Decision Tree) to integrate fundamental analysis and technical analysis to build up a trading model of stock market timing.”