刘晓东

个人信息Personal Information

教授

博士生导师

硕士生导师

性别:男

毕业院校:东北大学

学位:博士

所在单位:控制科学与工程学院

学科:应用数学. 应用数学. 控制理论与控制工程

办公地点:创新园大厦A0620

联系方式:电话: (+86-411) 84726020 (home) (+86-411) 84709380 (Office) 传真: (+86-411) 84707579 手机: (+86-411) 13130042458

电子邮箱:xdliuros@dlut.edu.cn

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Research on Fuzzy Rules Extraction of Futures Trading Based on MapReduce

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论文类型:会议论文

发表时间:2017-04-28

收录刊物:Scopus、EI、CPCI-S

页面范围:483-488

关键字:big data; MapReduce; FCM optimization algorithm; futures trading fuzzy rules

摘要:Due to the limitation of memory, time complexity and data complexity, common fuzzy rule extraction algorithms can only handle small or medium data sets. Parallel computing is one of the effective tools to deal with big data. This paper mainly proposes a parallel processing method to present how to extract fuzzy if-then rules from futures trading data in the programming model MapReduce. First, the proposed method combines K-means fusion FCM clustering algorithm to generate reasonable fuzzy sets based on the processed futures data. Then, the fuzzy rules with antecedent and consequent are extracted based on these fuzzy sets. Finally, by calculating the support degree of each rule, we can obtain the meaningful fuzzy rules used for futures trading. In the experimental studies, the feasibility and validity of the extracted meaningful fuzzy rules are verified by predicting the futures price trend.