• 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