کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
410440 679146 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A hybrid stock trading system for intelligent technical analysis-based equivolume charting
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
A hybrid stock trading system for intelligent technical analysis-based equivolume charting
چکیده انگلیسی

This paper presents the use of an intelligent hybrid stock trading system that integrates neural networks, fuzzy logic, and genetic algorithms techniques to increase the efficiency of stock trading when using a volume adjusted moving average (VAMA), a technical indicator developed from equivolume charting. For this research, a neuro–fuzzy-based genetic algorithm (NF-GA) system utilizing a VAMA membership function is introduced. The results show that the intelligent hybrid system takes advantage of the synergy among these different techniques to intelligently generate more optimal trading decisions for the VAMA, allowing investors to make better stock trading decisions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Neurocomputing - Volume 72, Issues 16–18, October 2009, Pages 3517–3528
نویسندگان
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