A hybrid stock trading system for intelligent technical analysis-based equivolume charting

Authors:
Thira Chavarnakul;David Enke
Affiliations:
Department of Commerce, Faculty of Commerce and Accountancy, Chulalongkorn University, Thailand;Department of Finance and Operations Management, The University of Tulsa, 800 South Tucker Drive, Collins College of Business, Tulsa, OK 74104, USA
Venue:
Neurocomputing
Year:
2009

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Abstract

This paper presents the use of an intelligent hybrid stock trading system that integrates neural networks, fuzzy logic, and genetic algorithms techniques to increase the efficiency of stock trading when using a volume adjusted moving average (VAMA), a technical indicator developed from equivolume charting. For this research, a neuro-fuzzy-based genetic algorithm (NF-GA) system utilizing a VAMA membership function is introduced. The results show that the intelligent hybrid system takes advantage of the synergy among these different techniques to intelligently generate more optimal trading decisions for the VAMA, allowing investors to make better stock trading decisions.