计算机科学 ›› 2013, Vol. 40 ›› Issue (12): 59-63.

• 综述 • 上一篇    下一篇

具有3种否定的模糊集FScom在股票投资决策中的应用

赵洁心,潘正华   

  1. 江南大学理学院 无锡214122;江南大学理学院 无锡214122
  • 出版日期:2018-11-16 发布日期:2018-11-16
  • 基金资助:
    本文受国家自然科学基金(60973156),中央高校基本科研业务费专项资金(JUSRP51317B)和江南大学创新研究团队计划资助

Application of Fuzzy Set with Three Kinds of Negation FScom in Stock Investment

ZHAO Jie-xin and PAN Zheng-hua   

  • Online:2018-11-16 Published:2018-11-16

摘要: 对于模糊知识中不同“否定”的认知与处理,文献[1]从概念层面上区分模糊知识中3种不同的否定关系,并提出一种具有矛盾否定、对立否定和中介否定的模糊集FScom。对FScom在股票投资决策方面的应用做了研究,以表明FScom处理实际问题的适用性。并基于FScom,讨论了决策规则中的模糊集及其不同否定的区分与形式表示;给出一种确定模糊集及其不同否定集的隶属函数以及阈值的方法;采用模糊产生式规则,讨论了实例中的模糊推理与决策。从而表明,FScom用来处理具有模糊性并且存在不同否定的实际问题是有效的。

关键词: 模糊集FScom,股票投资,模糊决策,阈值λ

Abstract: For the cognition and processing of different negations of the fuzzy knowledge,paper [1]has proposed that negation of fuzzy knowledge including the contradictory negation,the opposite negation and the medium negation,and defined a new fuzzy set with contradictory negation,opposite negation and medium negation (FScom).In order to show applicability of FScom,the fuzzy set with three different negations (FScom) was applied in the stock investment decision-making.Based on FScom,this paper introduced an approach to define the membership function of the fuzzy set and its different negations in decision rules,and discussed the threshold value of range of membership degree and its mea-ning.Finally,it discussed reasoning and realization of fuzzy decision-making in the example based on FScom and the fuzzy production rule.The final decision results were given out.The decision-making process implies that the application of FScom in dealing with practical problems with ambiguity and different negations is effective.

Key words: Fuzzy set FScom,Stock investment,Fuzzy decision,Threshold λ

[1] 潘正华.模糊知识的三种否定及其集合基础[J].计算机学报,2012,5(7):1421-1428
[2] Pan Zheng-hua.Fuzzy Set with Three Kinds of Negations and its Applications in Fuzzy Decision Making[C]∥Lecture Notes in Computer Science (LNCS 2011).Berlin Heidelberg:Springer-Verlag,2011,7002:533-542
[3] Pan Zheng-hua.Fuzzy set with three kinds of negations in fuzzy knowledge processing[C]∥Proceedings of 2010International Conference on Machine Learning and Cybernetics (ICMLC 2010).2012,5:2730-2735
[4] Yang Lei,Pan Zheng-hua.Fuzzy Degree and Similarity Measure of Fuzzy Set with Three Kinds of Negations [C]∥Lecture Notes in Artificial Intelligence. Berlin Heidelberg:Springer-Verlag,2011,7002:543-550
[5] Zadeh L A.Fuzzy sets[J].Information and Control,1965,8(3):338-353
[6] Atanassov K.Intuitionistic fuzzy sets [J].Fuzzy Sets and Systems,1986,21(1):87-96
[7] Pawlak Z.Rough sets[J].International Journal of Computer and Information Sciences,1982,11:341-356
[8] Hájek P.Metamathematics of Fuzzy Logic [M].Kluwer Academic Publishers,Dordrecht,1998
[9] 王国俊.模糊命题的一种形式演绎系统[J].科学通报,1997,42(10):1041-1045
[10] Pan Zheng-hua,Zhu Wu-jia.A new cognition and processing on contradictory knowledge[C]∥Proceedings of the 2006IEEE-International Conference on Machine Learning and Cybernetics.Qingdao,China,2006:1532-1537
[11] 杨阳.弱市也有大牛股:11只股票今年已翻倍[J].股市动态分析,2012(24):60-61
[12] 何诚颖.中国股市市盈率分布特征及国际比较研究[J].经济研究,2003(09):74-81,95
[13] 武英芝.市盈率在股票投资价值分析中的应用[J].生产力研究,2009(21):84-85
[14] Hong Long,Xiao Xi-an,Zhu Wu-jia.Measure of medium scale and its application (I) [J].Chinese Journal of Computers,2006,29(12):2186-2193
[15] Hong Long,Xiao Xi-an,Zhu Wu-jia.Measure of medium scale and its application (II) [J].Chinese Journal of Computers,2007,30(9):1551-1558
[16] Zhang Li-zhen,Pan Zheng-hua.Fuzzy comprehensive evaluation based on measure of medium truth scale[C]∥Proceedings of 2009International Conference on Artificial Intelligence and Computational Intelligence (AICI2009).Shanghai,2009,II:83-87
[17] 李敬,廖洪.市盈率投资策略:评价与检验[J].经济管理,2007(6):73-79
[18] Pan Zheng-hua.Three Kinds of Negations of Fuzzy Knowledge and Applications to Decision Making in Financial Investment [C]∥Lecture Notes in Artificial Intelligence.Springer-Verlag,2010,6422:391-401
[19] Dung P M,Mancarella P.Production systems need negation as failure[J].IEEE Transactions on Knowledge and Data Engineering,2002,14(2):336-353
[20] Chang Xiu-yan,Zhao Xin-yi,Yue Bao-ying.Analysis and Application of New Shares Based on Decision Tree[J].Lecture Notes in Electrical Engineering,2013,218:537-543
[21] 胡智伦,何世彪,张新春.认知无线电中基于干扰温度的信道容量及中断概率[J].重庆理工大学学报:自然科学版,2010,24(6):83-88

No related articles found!
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
No Suggested Reading articles found!