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
Link To Document