Stock Market Forecasting Using Fuzzy Logic

Stock Market Forecasting Using Fuzzy Logic
Title Stock Market Forecasting Using Fuzzy Logic PDF eBook
Author
Publisher
Pages 35
Release 2016
Genre Electronic books
ISBN

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Forecasting is a very tedious task and many factors should be taken into consideration for proper predictions. The chaotic nature and randomness of stock market index values, makes forecasting stock market values a very challenging task. Financial forecasting can be done in many areas such as currencies, commodities, bonds and stocks. This project is restricted to stocks; and in particular the SENSEX, National Stock Exchange of India. Prediction of the stock market can be of interest to investors, traders and researchers. To take appropriate buy and sell decision for a stock knowing the momentum of the stock market can be of great help. Forecasting becomes difficult considering highly unpredictable attributes such as historical prices, company orders, company earnings, company revenue, etc. The proposed fuzzy model identifies the momentum of the stock index for next 5 days by considering the 14-day historic data as the base. The fuzzy model is applied to the close and open values and a system is designed which takes input as 14-day data and outputs the future moment as Up(bearish), Neural and Down(Bullish). The results found closely match with the expected real-world values when compared with already known data.

Stock Market Trend Prediction Using Neural Networks and Fuzzy Logic

Stock Market Trend Prediction Using Neural Networks and Fuzzy Logic
Title Stock Market Trend Prediction Using Neural Networks and Fuzzy Logic PDF eBook
Author Maha Abdelrasoul
Publisher
Pages 132
Release 2016-11-22
Genre
ISBN 9783330800106

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An Improved Intelligent Model for Stock Market Time Series Data Prediction Using Fuzzy Logic and Deep Neural Networks

An Improved Intelligent Model for Stock Market Time Series Data Prediction Using Fuzzy Logic and Deep Neural Networks
Title An Improved Intelligent Model for Stock Market Time Series Data Prediction Using Fuzzy Logic and Deep Neural Networks PDF eBook
Author Parniyan Mousaie
Publisher
Pages 0
Release 2023
Genre
ISBN

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It is vitally crucial to establish a method that can accurately forecast prices on the stock exchange market because of the influence the stock market has on the country's ability to raise capital and advance its economic growth. On the stock market, a great number of sensitivity factors are connected to price movement, which is why the progressions associated with such a phenomenon are routinely evaluated. Several neural network models have recently been used to forecast stock prices. In this research, the data related to active companies in the stock market was used to evaluate research questions. Also, the neural network technique was used to look at all data from the market index, fuzzy neural network model, and long short-term memory (LSTM) model from 2020 to 2021. Accordingly, this study aims to forecast the stock price and give a dynamic model with fewer errors using integrated factors, the technical, cardinal, and economic assessment of the market index using the neural network technique. This will be accomplished by utilizing the neural network method. The findings demonstrated that if the combined data of basic analytical factors was used further, we would not only have better training and receive better results, but we would also be able to decrease the prediction error.

Neuro Fuzzy Based Stock Market Prediction System

Neuro Fuzzy Based Stock Market Prediction System
Title Neuro Fuzzy Based Stock Market Prediction System PDF eBook
Author M. Gunasekaran
Publisher
Pages 6
Release 2013
Genre
ISBN

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Neural networks have been used for forecasting purposes for some years now. Often arises the problem of a black-box approach, i.e. after having trained neural networks to a particular problem, it is almost impossible to analyze them for how they work. Fuzzy Neuronal Networks allow adding rules to neural networks. This avoids the black-box-problem. Additionally they are supposed to have a higher prediction precision in unlike situations. Applying artificial neural network, genetic algorithm and fuzzy logic for the stock market prediction has attracted much attention recently, which has better correlated the non-quantitative factors with the stock market performance. However these approaches perform less satisfactorily due to the memoryless nature of the stock market performance. In this paper, we propose a data compression-based portfolio prediction model hybridized with the fuzzy logic and genetic algorithm. In the model, the quantifiable microeconomic stock data are first optimized through the genetic algorithms to generate the most effective microeconomic data in relation to the stock market performance.

Applying Fuzzy Logic to Stock Price Prediction

Applying Fuzzy Logic to Stock Price Prediction
Title Applying Fuzzy Logic to Stock Price Prediction PDF eBook
Author Ali Ghodsi Boushehri
Publisher
Pages 244
Release 2000
Genre Fuzzy logic
ISBN

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The major concern of this study is to develop a system that can predict future prices in the stock markets by taking samples of past prices. Stock markets are complex. Their dramatic movements, and unexpected booms and crashes, dull all traditional tools. This study attempts to resolve such complexity using the subtractive clustering based fuzzy system identification method, the Sugeno type reasoning mechanism, and candlestick chart analysis. Candlestick chart analysis shows that if a certain pattern of prices occurs in the market, then the stock price will increase or decrease. Inspired by the key information that candlestick analysis uses, this study assumes that everything impacting a market, from economic factors to politics, is distilled into market price. The model presented in this study elicits, from historical data price, some of the rules which govern the market, and shows that rules which are drawn from a particular stock are to some extent independent of that stock, and can be generalized and applied to other stocks regardless of specific time or industrial field. The experimental results of this study in the duration of 3 months reveals that the model can correctly predict the direction of the market with an average hit ratio of 87%. In addition to daily prediction, this model is also capable of predicting the open, high, low, and close prices of desired stock, weekly and monthly.

Forecasting Ibovespa Index with Fuzzy Logic

Forecasting Ibovespa Index with Fuzzy Logic
Title Forecasting Ibovespa Index with Fuzzy Logic PDF eBook
Author Cesar Duarte Souto-Maior
Publisher
Pages 0
Release 2006
Genre
ISBN

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Much research has been done aiming the forecasting of stock market index values. However, very few researches focus on the predictability of the direction of stock market movements. This paper fills this gap through the estimation of a model, using fuzzy logic to forecast the direction of the movements of the São Paulo Stock Exchange index (IBOVESPA). To establish the rules of the model it was used an estimation period based on 1,000 daily data sets, corresponding to the period of January 8, 1997 to January 22, 2001. The test period was from January 23, 2001 to February 2, 2005. A software called FuzzyTECH® was used. Despite the estimated model produces an inexact answer, with a probabilistic output, it was possible to implement an investment strategy, using the IBOVESPA index as a proxy for an investment fund, which outperformed a buy-and-hold strategy.

Fuzzy Information Retrieval

Fuzzy Information Retrieval
Title Fuzzy Information Retrieval PDF eBook
Author Donald H. Kraft
Publisher Springer
Pages 0
Release 2017-01-23
Genre Computers
ISBN 9783031011795

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Information retrieval used to mean looking through thousands of strings of texts to find words or symbols that matched a user's query. Today, there are many models that help index and search more effectively so retrieval takes a lot less time. Information retrieval (IR) is often seen as a subfield of computer science and shares some modeling, applications, storage applications and techniques, as do other disciplines like artificial intelligence, database management, and parallel computing. This book introduces the topic of IR and how it differs from other computer science disciplines. A discussion of the history of modern IR is briefly presented, and the notation of IR as used in this book is defined. The complex notation of relevance is discussed. Some applications of IR is noted as well since IR has many practical uses today. Using information retrieval with fuzzy logic to search for software terms can help find software components and ultimately help increase the reuse of software. This is just one practical application of IR that is covered in this book. Some of the classical models of IR is presented as a contrast to extending the Boolean model. This includes a brief mention of the source of weights for the various models. In a typical retrieval environment, answers are either yes or no, i.e., on or off. On the other hand, fuzzy logic can bring in a "degree of" match, vs. a crisp, i.e., strict match. This, too, is looked at and explored in much detail, showing how it can be applied to information retrieval. Fuzzy logic is often times considered a soft computing application and this book explores how IR with fuzzy logic and its membership functions as weights can help indexing, querying, and matching. Since fuzzy set theory and logic is explored in IR systems, the explanation of where the fuzz is ensues. The concept of relevance feedback, including pseudorelevance feedback is explored for the various models of IR. For the extended Boolean model, the use of genetic algorithms for relevance feedback is delved into. The concept of query expansion is explored using rough set theory. Various term relationships is modeled and presented, and the model extended for fuzzy retrieval. An example using the UMLS terms is also presented. The model is also extended for term relationships beyond synonyms. Finally, this book looks at clustering, both crisp and fuzzy, to see how that can improve retrieval performance. An example is presented to illustrate the concepts.