Intelligence Trading System for Thai Stock Index

被引：0

作者：

Radeerom, Monruthai ^{[1
]}

Wongsuwarn, Hataitep ^{[2
]}

Kasemsan, M. L. Kulthon ^{[1
]}

机构：

[1] Rangsit Univ, Fac Informat Technol, Pathum Thani 12000, Thailand

[2] Kasetsart Univ, Fac Engn, Kamphaeng Phet 73140, Thailand

来源：

NEW CHALLENGES FOR INTELLIGENT INFORMATION AND DATABASE SYSTEMS | 2011年 / 351卷

关键词：

Computational intelligence; Neuro-Fuzzy System; Stock Index; Decision Making System;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Stock investment has become an important investment activity in Thailand. However, investors often lose money due to unclear investment objectives. Therefore, an investment decision support system to assist investors in making good decisions has become an important research issue. Thus, this paper introduces an intelligent decision-making model, based on the application of Neurofuzzy system (NFs) technology. Our proposed system can decide a trading strategy for each day and produce a high profit for of each stock. Our decision-making model is used to capture the knowledge in technical indicators for making decisions such as buy, hold and sell. Finally, the experimental results have shown higher profits than the Neural Network (NN) and "Buy & Hold" models for each stock index. The results are very encouraging and can be implemented in a Decision-Trading System during the trading day.

引用

页码：127 / +

页数：3

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