Abstract
The prediction of stock market is considered a non-trivial problem in the financial arena. In the last few years many sophisticated models were developed to predict the stocks in order to achieve a maximum profit. Fuzzy models are one of the powerful methods that are used in this field. This paper proposes a fuzzy engine model that acts as an expert indicator that can generate buy and sell signals. The fuzzy engine model combines the most popular technical indicators with their firing strengths to provide a new fuzzy indicator that achieves good results compared to the other traditional indicators. Experiments were conducted to evaluate the performance of the model and the results prove that the fuzzy engine model gives more reliable buy and sell positions in different time horizons compared to other technical indicators.
Original language | English |
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Title of host publication | CIMMACS'06: Proceedings of the 5th WSEAS International Conference on Computational Intelligence, Man-Machine Systems and Cybernetics |
Editors | Antonella Cecchi, Nikos Mastorakis |
Publisher | World Scientific and Engineering Academy and Society |
Pages | 217-222 |
Number of pages | 6 |
ISBN (Print) | 9608457564 |
Publication status | Published - 20 Nov 2006 |
Event | 5th WSEAS International Conference on Computational Intelligence, Man-Machine Systems and Cybernetics 2006 - Venice, Italy Duration: 20 Nov 2006 → 22 Nov 2006 |
Conference
Conference | 5th WSEAS International Conference on Computational Intelligence, Man-Machine Systems and Cybernetics 2006 |
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Abbreviated title | CIMMACS '06 |
Country/Territory | Italy |
City | Venice |
Period | 20/11/06 → 22/11/06 |
Keywords
- Fuzzy Inference
- Fuzzy Logic
- Fuzzy Rules
- Technical Analysis
- Technical indicators
ASJC Scopus subject areas
- Artificial Intelligence
- Human-Computer Interaction
- Software