Designing a Stock Trading System Using Artificial Nero Fuzzy Inference Systems and Technical Analysis Approach
Journal Title: International Journal of Academic Research in Accounting, Finance and Management Sciences - Year 2014, Vol 4, Issue 1
Abstract
This paper has been designed a stock trading systems using Artificial Nero Fuzzy Inference Systems (ANFIS) and technical analysis approach. The proposed model receives 14 last days information and predictes 14 next day's variables' values Simple Moving Average (SMA), Exponential Moving Average (EMA), Moving Average Convergence - Divergence (MACD), Relative Strength (RSI) , stochastic oscillator (SO) using ANFIS. Then, the net output are changed to signal of buy and sell after apply trading rules. In the next step, the final signal is created by the sum of generated signals. Thus, bye and sale will propose during the next 14 days. Performance Designed systems were studied for 17 shares. Results showed that the mean of all generated networks Percentage of correct predictions (96/55%) is more than random cases (50 %). Given the positive returns SMA، EMA، SO and proposed method It's can be results that using these indices of technical analysis can predict trading optimal time of Iran stock market.
Authors and Affiliations
Fatemeh Faghani, Mehdi Abzari, Saeid Fathi, Seyed Amir Hassan Monajemi
Keywords
Related Articles
- EP ID EP162379
- DOI 10.6007/IJARAFMS/v4-i1/542
- Views 118
- Downloads 0
Working Capital Management Practices of UK SMEs: The Role of Education and Experience
Determinants of Number of Bankers by Listed Nigerian Firms
The Challenges for Establishing the Convergence of Accounting Reporting Among Different Countries
The purpose of this study is to exam the challenges for establishing the convergence of accounting reporting among different countries. The role and efforts by the International Financial Reporting Standards (IFRS), the...
Creating Marketing Strategies for Development of the Wine Tourism
The development of the wine tourism every day is meaningful on a global level. This fact makes the paper to draw attention on the creation of marketing strategies in order to increase the visibility of our country worldw...
Preparation of High Education in Applying International Audit Standard (ISA) in Audit Subject
Penelitian ini bertujuan untuk mengetahui pengaruh kesiapan tenaga pengajar dan dukungan institusi terhadap penerapan standar ISA di mata kuliah audit. Penelitian ini merupakan penelitian kuantitatif, dengan menggunakan...