A new perspective on conflict resolution in market forecasting

What has been most problematical in the application of expert systems technology to market forecasting, as well as a significant theoretical issue with respect to the relative `insensitivity´ of the control structure of the expert system shell to global changes in the nature of the dynamism of the predictive domain has been that the market is sometimes predictable by one mechanism, sometimes by another, and sometimes, for practical purposes, not at all. The authors demonstrate a novel technique of conflict resolution implemented in a shell that permits changes in global market parameters to be reflected immediately in the disposition of every rule in the expert system to fire, relative to every other rule. The conflict resolution preference mechanism itself changes, in other words with the trending nature of the market, and the authors have found this to produce a very effective, market-sensitive model with substantial success (upwards of 86%) in timing buys and sells under a wide range of altogether divergent market conditions