Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER,...
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Transcript of Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER,...
![Page 1: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/1.jpg)
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
![Page 2: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/2.jpg)
Intelligent Database Systems Lab
Outlines
MotivationObjectivesMethodologyExperimentsConclusionsComments
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Intelligent Database Systems Lab
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.
![Page 4: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/4.jpg)
Intelligent Database Systems Lab
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.
![Page 5: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/5.jpg)
Intelligent Database Systems Lab
Methodology
![Page 6: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/6.jpg)
Intelligent Database Systems Lab
Methodology
![Page 7: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/7.jpg)
Intelligent Database Systems Lab
Methodology• Hybrid Kansei-SOM model
![Page 8: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/8.jpg)
Intelligent Database Systems Lab
• 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.
![Page 9: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/9.jpg)
Intelligent Database Systems Lab
MethodologyScreen out companies
Input data
Select potential companies
Calculate expert preference distances
Compare stock matrix & risk
matrix
1.
2.
3.
4.
5.
![Page 10: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/10.jpg)
Intelligent Database Systems Lab
MethodologyScreen 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
1.
2.
3.
4.
5.
a. Risk decision matrixb. Expert decision matrix
![Page 11: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/11.jpg)
Intelligent Database Systems Lab
MethodologyScreen out companies
Input data
Select potential companies
Calculate expert preference distances
Compare stock matrix & risk
matrix
1.
2.
3.
4.
5.
![Page 12: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/12.jpg)
Intelligent Database Systems Lab
• Fuzzy evaluation model for company assessments and risk management– Kansei evaluation
– Quantitative factor for Data Normalization
Methodology
![Page 13: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/13.jpg)
Intelligent Database Systems Lab
• Fuzzy evaluation model for company assessments and risk management– Qualitative factor Evaluation using Fuzzy Expression
and Inference› Fuzzy Expression
Methodology
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Intelligent Database Systems Lab
• Fuzzy evaluation model for company assessments and risk management– Qualitative factor Evaluation using Fuzzy Expression
and Inference› Fuzzy Inference Process
Methodology
![Page 15: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/15.jpg)
Intelligent Database Systems Lab
• Fuzzy evaluation model for company assessments and risk management– Kansei risk matrix in an evaluation
Methodology
![Page 16: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/16.jpg)
Intelligent Database Systems Lab
• Fuzzy evaluation model for company assessments and risk management– Kansei stock matrix in an evaluation
Methodology
![Page 17: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/17.jpg)
Intelligent Database Systems Lab
Experiments
![Page 18: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/18.jpg)
Intelligent Database Systems Lab
Experiments
![Page 19: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/19.jpg)
Intelligent Database Systems Lab
Experiments
![Page 20: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/20.jpg)
Intelligent Database Systems Lab
Experiments
![Page 21: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/21.jpg)
Intelligent Database Systems Lab
Experiments
![Page 22: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/22.jpg)
Intelligent Database Systems Lab
Experiments
![Page 23: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/23.jpg)
Intelligent Database Systems Lab
Experiments
![Page 24: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/24.jpg)
Intelligent Database Systems Lab
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.
![Page 25: Intelligent Database Systems Lab Presenter : BEI-YI JIANG Authors : HAI V. PHAM, ERIC W. COOPER, THANG CAO, KATSUARI KAMEI 2014. INFORMATION SCIENCES Hybrid.](https://reader035.fdocuments.in/reader035/viewer/2022062520/5697bf901a28abf838c8dda9/html5/thumbnails/25.jpg)
Intelligent Database Systems Lab
Comments• Advantages
-reduce risky stocks-obtain the returns
• Applications-stock trading system-risk management