Title :
Applications of fuzzy logic/neural network to securities trading decision support system
Author :
Kosaka, Michitaka ; Mizuno, Hirotaka ; Sasaki, Toshiro ; Someya, Ryuko ; Hamada, Nariyasu
Abstract :
The effectiveness of applying fuzzy logic and neural networks to securities trading decision support systems (STDSS) is demonstrated through some examples. First, the characteristics of STDSS are discussed. Next, examples such as buy/sell timing detection or stock portfolio selection using fuzzy logic and neural networks are reported by showing their algorithms and simulation results. In a test of the model´s ability to follow price trends, the model correctly identified 65% of all price turning points
Keywords :
Data mining; Data security; Decision support systems; Fuzzy logic; Information processing; Information security; Large-scale systems; Neural networks; Portfolios; Real time systems;
Conference_Titel :
Systems, Man, and Cybernetics, 1991. 'Decision Aiding for Complex Systems, Conference Proceedings., 1991 IEEE International Conference on
Conference_Location :
Charlottesville, VA
Print_ISBN :
0-7803-0233-8
DOI :
10.1109/ICSMC.1991.169649
