A Hybrid Fuzzy-Neural System for Egyptian Stock Price Prediction

In this paper, a hybrid fuzzy-neural system for Egyptian stock price prediction is proposed. In order to help in choosing the right stock mixture with the highest profit within a certain risk factor, a hybrid fuzzy-neural system is applied to significantly save effort and time of portfolio managers and increase the individual investors’ local market understanding by providing buy and sell signals that reflect market sentiments, breaking news and technical analysis expectations. An implemented system has demonstrated a promising performance for the applied test datasets containing 100 Stock Symbol over the past 9 years (January 1999-December 2007). The prediction accuracy of the system is computed by comparing the system predicted results against the actual results of the Egyptian stock market during the test period.