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Author: Publisher: ISBN: Category : Electronic books Languages : en Pages : 35
Book Description
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: Publisher: ISBN: Category : Electronic books Languages : en Pages : 35
Book Description
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: Parniyan Mousaie Publisher: ISBN: Category : Languages : en Pages : 0
Book Description
It is vitally crucial to establish a method that can accurately forecast prices on the stock exchange market because of the influence the stock market has on the country's ability to raise capital and advance its economic growth. On the stock market, a great number of sensitivity factors are connected to price movement, which is why the progressions associated with such a phenomenon are routinely evaluated. Several neural network models have recently been used to forecast stock prices. In this research, the data related to active companies in the stock market was used to evaluate research questions. Also, the neural network technique was used to look at all data from the market index, fuzzy neural network model, and long short-term memory (LSTM) model from 2020 to 2021. Accordingly, this study aims to forecast the stock price and give a dynamic model with fewer errors using integrated factors, the technical, cardinal, and economic assessment of the market index using the neural network technique. This will be accomplished by utilizing the neural network method. The findings demonstrated that if the combined data of basic analytical factors was used further, we would not only have better training and receive better results, but we would also be able to decrease the prediction error.
Author: M. Gunasekaran Publisher: ISBN: Category : Languages : en Pages : 6
Book Description
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: Ali Ghodsi Boushehri Publisher: ISBN: Category : Fuzzy logic Languages : en Pages : 244
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: Cesar Duarte Souto-Maior Publisher: ISBN: Category : Languages : en Pages : 0
Book Description
Much research has been done aiming the forecasting of stock market index values. However, very few researches focus on the predictability of the direction of stock market movements. This paper fills this gap through the estimation of a model, using fuzzy logic to forecast the direction of the movements of the São Paulo Stock Exchange index (IBOVESPA). To establish the rules of the model it was used an estimation period based on 1,000 daily data sets, corresponding to the period of January 8, 1997 to January 22, 2001. The test period was from January 23, 2001 to February 2, 2005. A software called FuzzyTECH® was used. Despite the estimated model produces an inexact answer, with a probabilistic output, it was possible to implement an investment strategy, using the IBOVESPA index as a proxy for an investment fund, which outperformed a buy-and-hold strategy.
Author: Donald H. Kraft Publisher: Springer ISBN: 9783031011795 Category : Computers Languages : en Pages : 0
Book Description
Information retrieval used to mean looking through thousands of strings of texts to find words or symbols that matched a user's query. Today, there are many models that help index and search more effectively so retrieval takes a lot less time. Information retrieval (IR) is often seen as a subfield of computer science and shares some modeling, applications, storage applications and techniques, as do other disciplines like artificial intelligence, database management, and parallel computing. This book introduces the topic of IR and how it differs from other computer science disciplines. A discussion of the history of modern IR is briefly presented, and the notation of IR as used in this book is defined. The complex notation of relevance is discussed. Some applications of IR is noted as well since IR has many practical uses today. Using information retrieval with fuzzy logic to search for software terms can help find software components and ultimately help increase the reuse of software. This is just one practical application of IR that is covered in this book. Some of the classical models of IR is presented as a contrast to extending the Boolean model. This includes a brief mention of the source of weights for the various models. In a typical retrieval environment, answers are either yes or no, i.e., on or off. On the other hand, fuzzy logic can bring in a "degree of" match, vs. a crisp, i.e., strict match. This, too, is looked at and explored in much detail, showing how it can be applied to information retrieval. Fuzzy logic is often times considered a soft computing application and this book explores how IR with fuzzy logic and its membership functions as weights can help indexing, querying, and matching. Since fuzzy set theory and logic is explored in IR systems, the explanation of where the fuzz is ensues. The concept of relevance feedback, including pseudorelevance feedback is explored for the various models of IR. For the extended Boolean model, the use of genetic algorithms for relevance feedback is delved into. The concept of query expansion is explored using rough set theory. Various term relationships is modeled and presented, and the model extended for fuzzy retrieval. An example using the UMLS terms is also presented. The model is also extended for term relationships beyond synonyms. Finally, this book looks at clustering, both crisp and fuzzy, to see how that can improve retrieval performance. An example is presented to illustrate the concepts.
Author: Vassil Alexandrov Publisher: Springer Science & Business Media ISBN: 3540422331 Category : Computers Languages : en Pages : 1068
Book Description
LNCS volumes 2073 and 2074 contain the proceedings of the International Conference on Computational Science, ICCS 2001, held in San Francisco, California, May 27-31, 2001. The two volumes consist of more than 230 contributed and invited papers that reflect the aims of the conference to bring together researchers and scientists from mathematics and computer science as basic computing disciplines, researchers from various application areas who are pioneering advanced application of computational methods to sciences such as physics, chemistry, life sciences, and engineering, arts and humanitarian fields, along with software developers and vendors, to discuss problems and solutions in the area, to identify new issues, and to shape future directions for research, as well as to help industrial users apply various advanced computational techniques.
Author: George Bojadziev Publisher: World Scientific ISBN: 9812770623 Category : Business & Economics Languages : en Pages : 253
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.
Author: Xu Wang Publisher: ISBN: Category : Artificial intelligence Languages : en Pages :
Book Description
"The sophisticated financial investment world is characterized by highly random variations in stock prices, financial indexes and trading volumes so that it is quite difficult to get fundamental understanding of the financial investment process and to predict the stock market. This research attempts to develop a new and innovative approach to predict the stock time series with artificial intelligence techniques. Specifically, a fuzzy logic analysis has been made to predict the stock time series with different characteristic variables and different investments horizons, respectively. A neural network is designed to fine-tune the parameters involved and thus a neuron-fuzzy logic time series forecasting model has been developed" - abstract.
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Author: Maha Abdelrasoul
Author: Parniyan Mousaie
Author: M. Gunasekaran
Author: Ali Ghodsi Boushehri
Author: Cesar Duarte Souto-Maior
Author: Donald H. Kraft
Author: Vassil Alexandrov
Author: George Bojadziev
Author: Xu Wang