Financial Prediction with Neuro-fuzzy Systems

Authors:
Agata Pokropińska;Rafał Scherer
Affiliations:
Institute of Mathematics and Computer Science, Jan Długosz University, Czestochowa, Poland 42-200 and Academy of Humanities and Economics in Łódź, Łódź, Poland;Department of Computer Engineering, Czestochowa University of Technology, Czestochowa, Poland 42-200 and Academy of Humanities and Economics in Łódź, Łódź, Poland
Venue:
ICAISC '08 Proceedings of the 9th international conference on Artificial Intelligence and Soft Computing
Year:
2006

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Abstract

An application of neuro-fuzzy systems to supporting trading decisions is presented. The system has the ability to use expert knowledge and to be fitted to the learning data by various machine learning techniques. The proposed approach uses the backpropagation algorithm to determine system parameters on the basis of several indices. Experiments were made on past data showing relatively good performance of the proposed approach.