عناصر مشابهة
A FUZZY LOGIC MODEL BASED TRADING RULES STOCK MARKET PREDICTION
| المصدر: | مجلة البحوث الإدارية |
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| الناشر: |
أكاديمية السادات للعلوم الإدارية - مركز البحوث والاستشارات والتطوير
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| المؤلف الرئيسي: | |
| مؤلفين آخرين: | |
| المجلد/العدد: | مج31, ع2 |
| محكمة: | نعم |
| الدولة: | مصر |
| التاريخ الميلادي: | 2013 |
| الصفحات: | 5 - 19 |
| ISSN: | 1110-225x |
| رقم MD: | 660986 |
| نوع المحتوى: | بحوث ومقالات |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
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| المستخلص: | 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 and neural network models are two of the powerful methods that are used in this field. This paper proposes a fuzzy model that acts as an expert indicator that can generate buy and sell signals. The fuzzy 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 model based Trading Rules Stock Market prediction gives more reliable buy and sell positions in different time horizons Compared to other technical indicators. |
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