An effective utilization of many neural networks for improving the traditional technical analysis in the stock market

Authors:
Norio Baba;Kokutan Liu;Lee Chen Han;Takao Mitsuda;Kou Ro;Kou Ninn
Affiliations:
Information Science, Osaka Kyoiku University, Kashiwara City, Japan;Information Science, Osaka Kyoiku University, Kashiwara City, Japan;Information Science, Osaka Kyoiku University, Kashiwara City, Japan;Information Science, Osaka Kyoiku University, Kashiwara City, Japan;Information Science, Osaka Kyoiku University, Kashiwara City, Japan;Toshiba Solution Company, Tokyo, Japan
Venue:
KES'11 Proceedings of the 15th international conference on Knowledge-based and intelligent information and engineering systems - Volume Part II
Year:
2011

Citing 6
Cited 0

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Abstract

In this paper, we propose a new decision support system for dealing stocks which utilizes information regarding the predictions obtained by NNs concerning the occurrence of the "Golden Cross (GC)" and "Dead Cross (DC)", those (also obtained by NNs) concerning the rate of change of the future stock price several weeks ahead, and that (also obtained by NNs) concerning the relative position of the stock price versus "GC" and "DC". Computer simulation results concerning the dealings of the Nikkei-225 for the last 16 years confirm the effectiveness of our approach.