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An intelligent system for predicting stock trading strategies using case-based reasoning and neural network

The rapid growth of the Internet has shaped up the global economy. The stock market information is thus more and more transparent. Although the investors can get more helpful information to judge future trend of the stock market, they may get wrong judgments because the stock market data are too huge to be completely analyzed. Therefore, the purpose of this study is to develop an artificial stock market analyst by employing the information technology with high speed and performance, as well as integrating the artificial intelligence techniques. We exploit case-based reasoning to simulate the analysts in using history stock market data, employ the artificial neural network to imitate the analysts in analyzing the macrofactors of stock market, and apply the fuzzy logic to humanize the artificial stock market analyst in making judgments close to the real stock market analysts. The artificial stock market analyst would use the modified case-based reasoning system combined with the artificial neural network, and incorporate the designed membership functions for macrofactors of stock market. We expect the system to improve the accuracy of Taiwan electric stock price prediction by applying macrofactors from the technical analysis indicators and financial crisis factors, and make better stock trading strategies.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0727109-155509
Date27 July 2009
CreatorsChen, Po-yu
ContributorsKuo, Hsioujen, Lin, Cha-Hwa, Lee, Chung-Nan
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageCholon
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727109-155509
Rightswithheld, Copyright information available at source archive

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