Stock Technical Analysis using Multi Agent and Fuzzy Logic

نویسندگان

  • Ahmed Abdullah Gamil
  • Raafat S. Elfouly
  • Nevin Mahmoud Darwish
چکیده

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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تاریخ انتشار 2007