DocumentCode
3664058
Title
Fuzzy clustering rule-based expert system for stock price movement prediction
Author
Behnoush Shakeri;M. H. Fazel Zarandi;Mosahar Tarimoradi;I.B. Turksan
Author_Institution
Computational Intelligent Systems Laboratory, Department of Industrial Engineering and Management Systems, Amirkabir University of Technology, Tehran, Iran
fYear
2015
Firstpage
1
Lastpage
6
Abstract
Through the years, the ability to predict the future trend of financial time series has drawn serious attention from both researchers and practitioners aiming to have better investment decisions. In this paper a fuzzy rule-based expert system is developed for predicting stock price movement. The importance of the proposed expert system is that it would be applicable for stock market´s speculators and traders´ daily transactions. For the experiment and in order to demonstrate the effectiveness of the model, the stock price of Apple Company is used as a sample data set.
Keywords
"Expert systems","Indexes","Fuzzy logic","Input variables","Market research","Clustering algorithms","Engines"
Publisher
ieee
Conference_Titel
Fuzzy Information Processing Society (NAFIPS) held jointly with 2015 5th World Conference on Soft Computing (WConSC), 2015 Annual Conference of the North American
Type
conf
DOI
10.1109/NAFIPS-WConSC.2015.7284198
Filename
7284198
Link To Document