Intelligence Trading System for Thai Stock Index Based on Fuzzy Logic and Neurofuzzy System

被引：0

作者：

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

Radeerom, M. ^{[1
]}

机构：

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

来源：

WORLD CONGRESS ON ENGINEERING AND COMPUTER SCIENCE, WCECS 2011, VOL I | 2011年

关键词：

Intelligence System; Fuzzy Logic; Neuro-Fuzzy System; Stock Index; Decision Making System;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

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 Fuzzy Logic and Neurofuzzy system (NFs) technology. Our proposed system can decide a trading strategy for each day and produce a high profit for 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：94 / 99

页数：6

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