Title :
A fuzzy approach to stock market timing
Author :
Dong, Cheng ; Wan, Feng
Author_Institution :
Dept. of Electr. & Electron. Eng., Univ. of Macau, Macau, China
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;
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
DOI :
10.1109/ICICS.2009.5397661
