Realization of human skill based "break out" trading strategies using fuzzy logic methods

被引：0

作者：

Stankevicius, G ^{[1
]}

Simutis, R ^{[1
]}

机构：

[1] Kaunas Univ Technol, LT-3028 Kaunas, Lithuania

来源：

AUTOMATED SYSTEMS BASED ON HUMAN SKILL 2000: JOINT DESIGN OF TECHNOLOGY AND ORGANISATION | 2000年

关键词：

fuzzy logic; fuzzy expert systems; finance; financial systems; regression estimates;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The problem of "right" trading strategy is facing, when investor is trying to make profit in the stock market. A lot of strategies are proposed recently. Most of them do not have software support and require a special knowledge. One of the possible ways of solving this problem is the use of human skill based fuzzy expert system. The system is based on the calculating of the linear regression parameters of price and volume changes of the stock and the changes of general market direction. The output of the system is "buy-sell" recommendation. Copyright (C) 2000 IFAC.

引用

页码：171 / 173

页数：3