TY  - JOUR
T1  - Integrated Investment Decision-Support Framework Analyzing and Synthesizing Multi-Dimensional Market Dynamics
AU - , Wanli Chen AU - , Longbing Cao AU - , Zhe Qin 
JO  - Asian Journal of Information Technology
VL  - 5
IS  - 10
SP  - 1142
EP  - 1153
PY  - 2006
DA  - 2001/08/19
SN  - 1682-3915
DO  - ajit.2006.1142.1153
UR  - https://makhillpublications.co/view-article.php?doi=ajit.2006.1142.1153
KW  - Synthesis
KW  -two-way reflexivity model
KW  -unique trends
AB  - In stock markets, the performance of traditional technology-based investment methods is limited because such methods only take into account single-dimensional event factors. The study shows how the integration of multi-dimensional event factors can improve performance. We propose a novel three-layer integrated framework composed of Analysis, Synthesis and Investment Decision Support. At the first layer, multi-dimensional stock market structures are identified, in which we emphasize two key aspects that previous studies have neglected: unique trends of stocks-the patterns which relate only to individual stocks themselves and  a  two-way  reflexivity  relationship  of investors’ decisions and market reactions. At the second layer, multi-dimensional pattern components are synthesized to reflect real (and potential) market situations. At the third layer, a prototype integrates the functions of first two layers for investment decision support. The framework covers multi-dimensions of market structures and incorporates the concepts and advantages of traditional investment methods. The framework is promising, because experimental results indicated that it outperformed market baselines and single-dimensional conventional methods.
ER  -