Analysis of Tick-wise price fluctuations for Rough Sets

Abstract

Rough set theory was proposed by Z.Pawlak in 1982. This theory can mine knowledge through a decision rule from a database, a web base, a set and so on. The decision rule is used for data analysis as well. And we can reason for an unknown object using the decision rule. In this paper, we apply the rough set theory to analysis of time series data. We acquire knowledge for tick-wise price fluctuations.