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    題名: Combined soft computing model for value stock selection based on fundamental analysis
    作者: Shen, Kao-Yi
    Tzeng, Gwo-Hshiung
    貢獻者: 財金系
    關鍵詞: 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
    上傳時間: 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
    顯示於類別:[財務金融學系 ] 期刊論文

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