Intelligent Stock Market Analysis System - A Fundamental and Macro-economical Analysis Approach

Stock Market Forecasting implies the use of a series of techniques that helps in determining the stock price evolution. The paper describes a multi-agent system that uses numerical, financial and economical data in order to evaluate the company´s position on the market, profitability, performance, future expectations in the company´s evolution. Determining the effect of political, governmental and social decisions along with detecting the way in which the price is constructed based on technical and fundamental analysis methods and the bid/ask situation helps in determining a more precise buy/sell signals, reducing the false signals and determining some risk/gain positions on different periods of time. In order to validate the results a prototype was developed.