A fuzzy approach to stock market timing

Author

Dong, Cheng ; Wan, Feng

Author_Institution

Dept. of Electr. & Electron. Eng., Univ. of Macau, Macau, China

fYear

2009

fDate

8-10 Dec. 2009

Firstpage

1

Lastpage

4

Abstract

To determine the buy and sell time is one of the most important issues for investors in stock market. In this paper, a fuzzy approach to stock market timing is investigated. A fuzzy decision system is constructed based on experiences and techniques of stock and future opportunist. The fuzzy rules are optimized by taking exchange volume into account for better fitting the stock market of mainland China. Simulations are conducted to some well-known stocks in China´s A-share market, and the simulation result reveals that the proposed method has desirable performance in a rapid change market.

Keywords

decision support systems; fuzzy logic; fuzzy set theory; stock markets; China; exchange volume; fuzzy approach; fuzzy decision system; fuzzy rules; optimisation; stock market timing; Buildings; Consumer electronics; Economic forecasting; Engines; Fuzzy logic; Fuzzy systems; Humans; Hybrid intelligent systems; Stock markets; Timing; A-share stock market; fuzzy logic; timing;

fLanguage

English

Publisher

ieee

Conference_Titel

Information, Communications and Signal Processing, 2009. ICICS 2009. 7th International Conference on

Conference_Location

Macau

Print_ISBN

978-1-4244-4656-8

Electronic_ISBN

978-1-4244-4657-5

Type

conf

DOI

10.1109/ICICS.2009.5397661

Filename

5397661