Automated trading based on uncertain OWA in financial markets

Authors:
Benjamin Fonooni;Seied Javad Mousavi Moghadam
Affiliations:
Artificial Intelligence Alternative Solutions Lab, Tehran, Iran;Artificial Intelligence Alternative Solutions Lab, Tehran, Iran
Venue:
MCBE'09 Proceedings of the 10th WSEAS international conference on Mathematics and computers in business and economics
Year:
2009

Citing 7
Cited 0

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Abstract

During the past decade, the Financial Services industry has been transformed though the applications of computer-based analytics for forecasting, product design, portfolio optimization, risk management and intelligent advisory systems. This paper introduces trading system for financial markets, which is designed for improving trader's decision making process. The paper headed for applying Uncertain Ordered Weighted Averaging (UOWA) operator as a decision making algorithm (DMA) and compare the results with regular trading (Manual) based on technical analysis in Foreign Exchange Market.