Applying Fuzzy Logic to Stock Price Prediction PDF Download

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ISBN:
Category :
Languages : en
Pages :

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Author: Ali Ghodsi Boushehri
Publisher:
ISBN:
Category : Fuzzy logic
Languages : en
Pages : 244

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Book Description
The major concern of this study is to develop a system that can predict future prices in the stock markets by taking samples of past prices. Stock markets are complex. Their dramatic movements, and unexpected booms and crashes, dull all traditional tools. This study attempts to resolve such complexity using the subtractive clustering based fuzzy system identification method, the Sugeno type reasoning mechanism, and candlestick chart analysis. Candlestick chart analysis shows that if a certain pattern of prices occurs in the market, then the stock price will increase or decrease. Inspired by the key information that candlestick analysis uses, this study assumes that everything impacting a market, from economic factors to politics, is distilled into market price. The model presented in this study elicits, from historical data price, some of the rules which govern the market, and shows that rules which are drawn from a particular stock are to some extent independent of that stock, and can be generalized and applied to other stocks regardless of specific time or industrial field. The experimental results of this study in the duration of 3 months reveals that the model can correctly predict the direction of the market with an average hit ratio of 87%. In addition to daily prediction, this model is also capable of predicting the open, high, low, and close prices of desired stock, weekly and monthly.

Author: Andreas Meier
Publisher: Springer
ISBN: 3030033686
Category : Business & Economics
Languages : en
Pages : 217

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This edited book presents the state-of-the-art of applying fuzzy logic to managerial decision-making processes in areas such as fuzzy-based portfolio management, recommender systems, performance assessment and risk analysis, among others. Presenting the latest research, with a strong focus on applications and case studies, it is a valuable resource for researchers, practitioners, project leaders and managers wanting to apply or improve their fuzzy-based skills.

Author:
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ISBN:
Category : Electronic books
Languages : en
Pages : 35

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Forecasting is a very tedious task and many factors should be taken into consideration for proper predictions. The chaotic nature and randomness of stock market index values, makes forecasting stock market values a very challenging task. Financial forecasting can be done in many areas such as currencies, commodities, bonds and stocks. This project is restricted to stocks; and in particular the SENSEX, National Stock Exchange of India. Prediction of the stock market can be of interest to investors, traders and researchers. To take appropriate buy and sell decision for a stock knowing the momentum of the stock market can be of great help. Forecasting becomes difficult considering highly unpredictable attributes such as historical prices, company orders, company earnings, company revenue, etc. The proposed fuzzy model identifies the momentum of the stock index for next 5 days by considering the 14-day historic data as the base. The fuzzy model is applied to the close and open values and a system is designed which takes input as 14-day data and outputs the future moment as Up(bearish), Neural and Down(Bullish). The results found closely match with the expected real-world values when compared with already known data.

Author: Oscar Castillo
Publisher: Springer Nature
ISBN: 3031597141
Category :
Languages : en
Pages : 102

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Author: M. Gunasekaran
Publisher:
ISBN:
Category :
Languages : en
Pages : 6

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Neural networks have been used for forecasting purposes for some years now. Often arises the problem of a black-box approach, i.e. after having trained neural networks to a particular problem, it is almost impossible to analyze them for how they work. Fuzzy Neuronal Networks allow adding rules to neural networks. This avoids the black-box-problem. Additionally they are supposed to have a higher prediction precision in unlike situations. Applying artificial neural network, genetic algorithm and fuzzy logic for the stock market prediction has attracted much attention recently, which has better correlated the non-quantitative factors with the stock market performance. However these approaches perform less satisfactorily due to the memoryless nature of the stock market performance. In this paper, we propose a data compression-based portfolio prediction model hybridized with the fuzzy logic and genetic algorithm. In the model, the quantifiable microeconomic stock data are first optimized through the genetic algorithms to generate the most effective microeconomic data in relation to the stock market performance.

Author: Maha Abdelrasoul
Publisher:
ISBN: 9783330800106
Category :
Languages : en
Pages : 132

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Author: Dr.N.Srinivasan
Publisher: Clever Fox Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 56

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This book is about the various techniques involved in the stock price prediction. Even the people who are new to this book, after completion they can do stock trading individually with more profit.

Author: R. Sathiyaraj
Publisher: CRC Press
ISBN: 1000555909
Category : Computers
Languages : en
Pages : 145

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Book Description
The book emphasizes the predictive models of Big Data, Genetic Algorithm, and IoT with a case study. The book illustrates the predictive models with integrated fuel consumption models for smart and safe traveling. The text is a coordinated amalgamation of research contributions and industrial applications in the field of Intelligent Transportation Systems. The advanced predictive models and research results were achieved with the case studies, deployed in real transportation environments. Features: Provides a smart traffic congestion avoidance system with an integrated fuel consumption model. Predicts traffic in short-term and regular. This is illustrated with a case study. Efficient Traffic light controller and deviation system in accordance with the traffic scenario. IoT based Intelligent Transport Systems in a Global perspective. Intelligent Traffic Light Control System and Ambulance Control System. Provides a predictive framework that can handle the traffic on abnormal days, such as weekends, festival holidays. Bunch of solutions and ideas for smart traffic development in smart cities. This book focuses on advanced predictive models along with offering an efficient solution for smart traffic management system. This book will give a brief idea of the available algorithms/techniques of big data, IoT, and genetic algorithm and guides in developing a solution for smart city applications. This book will be a complete framework for ITS domain with the advanced concepts of Big Data Analytics, Genetic Algorithm and IoT. This book is primarily aimed at IT professionals. Undergraduates, graduates and researchers in the area of computer science and information technology will also find this book useful.

Author: George Bojadziev
Publisher: World Scientific
ISBN: 9812770623
Category : Business & Economics
Languages : en
Pages : 253

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Book Description
This is truly an interdisciplinary book for knowledge workers in business, finance, management and socio-economic sciences based on fuzzy logic. It serves as a guide to and techniques for forecasting, decision making and evaluations in an environment involving uncertainty, vagueness, impression and subjectivity. Traditional modeling techniques, contrary to fuzzy logic, do not capture the nature of complex systems especially when humans are involved. Fuzzy logic uses human experience and judgement to facilitate plausible reasoning in order to reach a conclusion. Emphasis is on applications presented in the 27 case studies including Time Forecasting for Project Management, New Product Pricing, and Control of a Parasit-Pest System.