DocumentCode
2574298
Title
Applications of fuzzy logic/neural network to securities trading decision support system
Author
Kosaka, Michitaka ; Mizuno, Hirotaka ; Sasaki, Toshiro ; Someya, Ryuko ; Hamada, Nariyasu
fYear
1991
fDate
13-16 Oct 1991
Firstpage
1913
Abstract
The effectiveness of applying fuzzy logic and neural networks to securities trading decision support systems (STDSS) is demonstrated through some examples. First, the characteristics of STDSS are discussed. Next, examples such as buy/sell timing detection or stock portfolio selection using fuzzy logic and neural networks are reported by showing their algorithms and simulation results. In a test of the model´s ability to follow price trends, the model correctly identified 65% of all price turning points
Keywords
Data mining; Data security; Decision support systems; Fuzzy logic; Information processing; Information security; Large-scale systems; Neural networks; Portfolios; Real time systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Systems, Man, and Cybernetics, 1991. 'Decision Aiding for Complex Systems, Conference Proceedings., 1991 IEEE International Conference on
Conference_Location
Charlottesville, VA
Print_ISBN
0-7803-0233-8
Type
conf
DOI
10.1109/ICSMC.1991.169649
Filename
169649
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