Fuzzy logic based stock trading system

Author

Simutis, Rimvydas

Author_Institution

Dept. of Inf., Vilnius Univ., Lithuania

fYear

2000

fDate

2000

Firstpage

19

Lastpage

21

Abstract

The goal of this study was to build and to evaluate a human skill based fuzzy expert system for decision making support in a stock trading process. Our focus was concentrated on computer software that is capable to reproduce the knowledge from the skilled stock trader. Using classical technique and soft computing methods the expert system STRASS (Stock Trading Support System) was developed. The proposed system was tested for the historical collection of NASDAQ, NYSE and AMAX stock records. At present, it is being tested by “KOLEGU” mutual fund in a real stock trading process

Keywords

decision support systems; expert systems; financial data processing; fuzzy logic; fuzzy systems; stock markets; AMAX; KOLEGU mutual fund; NASDAQ; NYSE; STRASS; Stock Trading Support System; computer software; decision making support; fuzzy logic based stock trading system; historical stock records collection; human skill based fuzzy expert system; skilled stock trader knowledge; soft computing methods; Decision making; Expert systems; Fuzzy logic; Fuzzy systems; Genetic programming; Humans; Hybrid intelligent systems; Informatics; Software algorithms; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Intelligence for Financial Engineering, 2000. (CIFEr) Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on

Conference_Location

New York, NY

Print_ISBN

0-7803-6429-5

Type

conf

DOI

10.1109/CIFER.2000.844590

Filename

844590