Stock Technical Analysis using Multi Agent and Fuzzy Logic

This paper proposes a multi agent and fuzzy logic based DSS for stock market. This system will help investors of the stock market to take the correct buy/sell/hold decisions. The results obtained from the proposed fuzzy logic model were satisfactory but not accurate. A fuzzy tuning methodology was i...

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Bibliographic Details
Published inWorld Congress on Engineering 2007. Volume 1 Vol. 1; pp. 142 - 147
Main Authors Gamil, Ahmed A, El-Fouly, Raafat S, Darwish, Nevin M
Format Journal Article
LanguageEnglish
Published 01.01.2007
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Summary:This paper proposes a multi agent and fuzzy logic based DSS for stock market. This system will help investors of the stock market to take the correct buy/sell/hold decisions. The results obtained from the proposed fuzzy logic model were satisfactory but not accurate. A fuzzy tuning methodology was introduced to enhance the accuracy of the decisions. The tuning methodology which uses genetic algorithms is presented also in this paper. A multi agent framework is proposed for the implementation of the system. Experimental simulation using actual price data form NASDAQ index is carried out to demonstrate the power of the proposed model.
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ISBN:988986715X
9789889867157