Prediction of Golden Cross and Dead Cross by artificial neural networks could contribute a lot for constructing an intelligent decision support system for dealing stocks

Author

Baba, Norio ; Nin, Kou

Author_Institution

Inf. Sci., Osaka Kyoiku Univ., Kashiwara

fYear

2008

Firstpage

2547

Lastpage

2550

Abstract

In this paper, we propose a new decision support system for dealing stocks which utilizes both the prediction (obtained by ANNs) concerning the occurrence of the ldquoGolden Crossrdquo(ldquoGCrdquo) and the ldquoDead Crossrdquo(ldquoDCrdquo) and that (also obtained by ANNs) concerning the rate of change of the future stock price several weeks ahead. Computer simulation results concerning the dealings of the (randomly chosen) several individual stocks in the Tokyo Stock Market confirm the effectiveness of our approach.

Keywords

decision support systems; neural nets; pricing; stock markets; artificial neural network; dead cross prediction; golden cross prediction; intelligent decision support system; stock price change rate; Artificial intelligence; Artificial neural networks; Automatic control; Computer simulation; Control systems; Decision support systems; Information analysis; Intelligent networks; Intelligent systems; Stock markets; A new decision support system for dealing stocks; Prediction of golden cross & dead cross by artificial neural networks; Traditional technical analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Control, Automation and Systems, 2008. ICCAS 2008. International Conference on

Conference_Location

Seoul

Print_ISBN

978-89-950038-9-3

Electronic_ISBN

978-89-93215-01-4

Type

conf

DOI

10.1109/ICCAS.2008.4694284

Filename

4694284