• DocumentCode
    3723710
  • Title

    Proposed system for predicting Buy, Hold and Sell recommendations for a publicly listed Philippine company using computational intelligence

  • Author

    Rene Morta;Elmer Dadios

  • Author_Institution
    Department of Electronics and Communications Engineering, De La Salle University, 2401 Taft Avenue, Manila, Philippines
  • fYear
    2015
  • Firstpage
    1
  • Lastpage
    8
  • Abstract
    Stock Price movement is a non-linear Financial Time Series. Short-term stock price prediction is best done through Technical Analysis using Artificial Intelligence to detect patterns and trigger buy and sell signals. This paper aims to develop an expert system using Technical Analysis and Support Vector Machines that emulates the reasoning and decision-making process of a technical analyst as applied to the Buy, Hold and Sell recommendations of Stock Price of two publicly listed companies in the Philippines.
  • Keywords
    "Support vector machines","Market research","Stock markets","Indexes","Time series analysis","Expert systems"
  • Publisher
    ieee
  • Conference_Titel
    TENCON 2015 - 2015 IEEE Region 10 Conference
  • ISSN
    2159-3442
  • Print_ISBN
    978-1-4799-8639-2
  • Electronic_ISBN
    2159-3450
  • Type

    conf

  • DOI
    10.1109/TENCON.2015.7372952
  • Filename
    7372952