Prediction of Golden Cross and Dead Cross by Neural Networks and Its Utilization

Authors:
Norio Baba;Kou Nin
Affiliations:
Information Science, Osaka Kyoiku University, Asahiga-Oka, 4-698-1, Kashiwara City, Osaka Prefecture, 582-8582, Japan;Information Science, Osaka Kyoiku University, Asahiga-Oka, 4-698-1, Kashiwara City, Osaka Prefecture, 582-8582, Japan
Venue:
KES '07 Knowledge-Based Intelligent Information and Engineering Systems and the XVII Italian Workshop on Neural Networks on Proceedings of the 11th International Conference
Year:
2007

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Abstract

In this paper, we propose a new decision support system (DSS) for dealing stocks which utilizes both the prediction (obtained by neural networks) concerning the occurrence of the "Golden Cross (GC) and Dead Cross (DC)" and that concerning the increase (decrease) rate of the future stock price several weeks ahead. Computer simulation results concerning the dealings of (randomly chosen) several individual stocks confirm the effectiveness of our approach.