DocumentCode
504250
Title
Utilization of many NNs for Constructing an intelligent decision support system for dealing Stocks
Author
Baba, Norio ; Nin, Kou ; Komori, Yasuhiro ; Ryuu, Kokutan ; Kogawa, Keisuke
Author_Institution
Inf. Sci., Osaka Kyoiku Univ., Osaka, Japan
fYear
2009
fDate
18-21 Aug. 2009
Firstpage
4423
Lastpage
4426
Abstract
In this paper, we propose a new DSS for dealing stocks which utilizes intelligently predictions (obtained by NNs) concerning the occurrence of Golden Cross (GC) & Dead Cross (DC), those concerning the increase (decrease) rate of future stock price several weeks ahead, and that regarding the relative position of the future stock price versus crossing point of GC (DC). Computer simulation results concerning the dealings of the Nikkei-225 during the last 15 years confirm the effectiveness of our approach.
Keywords
decision support systems; financial data processing; neural nets; share prices; stock markets; DSS; Dead Cross; Golden Cross; Nikkei-225; computer simulation; future stock price increase rate; intelligent decision support system; neural nets; stock dealing; Computer simulation; Decision support systems; Information science; Intelligent systems; Neural networks; Stock markets; Dead Cross; Dealing on Credit; Golden Cross; Neural Networks; Nikkei-225; Prediction;
fLanguage
English
Publisher
ieee
Conference_Titel
ICCAS-SICE, 2009
Conference_Location
Fukuoka
Print_ISBN
978-4-907764-34-0
Electronic_ISBN
978-4-907764-33-3
Type
conf
Filename
5332979
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