intelligent database systems lab presenter : bei-yi jiang authors : hai v. pham, eric w. cooper,...

Intelligent Database Systems Lab

Presenter : BEI-YI JIANG

Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO,

KATSUARI KAMEI

2014. INFORMATION SCIENCES

Hybrid Kansei-SOM Model using Risk Management andCompany Assessment for Stock Trading


Outlines

MotivationObjectivesMethodologyExperimentsConclusionsComments


Motivation

• Even using several commercial trading stock software applications and intelligent systems to make trading decisions, investors may face uncertain conditions in dynamic stock market environments.


Objectives

• To evaluate companies, select potential companies (superior stocks) and eliminate risky stocks at the right trading time, using Group Decision Making (GDM), together with investment risks, reducing losses and achieving the greatest investment returns.


Methodology


Methodology• Hybrid Kansei-SOM model


• Proposed model and mechanisms of data processMethodology

Screen out companies

Input data

Select potential companies

Calculate expert preference distances

Compare stock matrix & risk

matrix

2.1 Expert preferences2.2 In Kansei stock matrix2.3 In Kansei risk matrix

3.1 Visualizing Kansei stock matrix3.2 Visualizing Kansei stock matrix

4.1 Calculating weights4.2 Updating weights a. Risk decision matrix

b. Expert decision matrix

1.

2.

3.

4.

5.


MethodologyScreen out companies

Input data




matrix

1.

2.

3.

4.

5.



Input data




matrix

2.1 Expert preferences2.2 In Kansei stock matrix2.3 In Kansei risk matrix

3.1 Visualizing Kansei stock matrix3.2 Visualizing Kansei stock matrix

4.1 Calculating weights4.2 Updating weights

1.

2.

3.

4.

5.

a. Risk decision matrixb. Expert decision matrix



Input data




matrix

1.

2.

3.

4.

5.


• Fuzzy evaluation model for company assessments and risk management– Kansei evaluation

– Quantitative factor for Data Normalization

Methodology


• Fuzzy evaluation model for company assessments and risk management– Qualitative factor Evaluation using Fuzzy Expression

and Inference› Fuzzy Expression

Methodology


• Fuzzy evaluation model for company assessments and risk management– Qualitative factor Evaluation using Fuzzy Expression

and Inference› Fuzzy Inference Process

Methodology


• Fuzzy evaluation model for company assessments and risk management– Kansei risk matrix in an evaluation

Methodology


• Fuzzy evaluation model for company assessments and risk management– Kansei stock matrix in an evaluation

Methodology


Experiments


Conclusions

• This approach of the proposed system using GDM focuses on applying Kansei evaluation integrated with SOM model to enhance investment capability of trading systems, reduce risky stocks and obtain the greatest investment returns.


Comments• Advantages

-reduce risky stocks-obtain the returns

• Applications-stock trading system-risk management

intelligent database systems lab presenter : bei-yi jiang authors : hai v. pham, eric w. cooper,...

Documents

intelligent systems

kansei risk matrix3

kansei stock matrix2

risk decision matrixb

expert decision matrix1

company assessments

expert preferences2

trading decisions