An intelligent utilization of neural networks for improving the traditional technical analysis in the stock markets

Authors:
Norio Baba;Toshinori Nomura
Affiliations:
Information Science, Osaka Kyoiku University, Kashiwara City, Osaka Prefecture, Japan;Information Science, Osaka Kyoiku University, Kashiwara City, Osaka Prefecture, Japan
Venue:
KES'05 Proceedings of the 9th international conference on Knowledge-Based Intelligent Information and Engineering Systems - Volume Part I
Year:
2005

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Abstract

The use of soft computing techniques such as neural networks and fuzzy engineering in the financial market has recently become one of the most exciting and promising application areas. In this paper, we propose a new decision support system (DSS) for dealing stocks which improves the traditional technical analysis by using neural networks. In the proposed system, neural networks are utilized in order to predict the “Golden Cross”(“Dead Cross”) several weeks before it occurs. Computer simulation results concerning the dealings of the Nikkei-225 confirm the effectiveness of the proposed DSS.