Particle swarm intelligence tunning of fuzzy geometric protoforms for price patterns recognition and stock trading

Authors:
Piotr ŁAdyyńSki;PrzemysłAw Grzegorzewski
Affiliations:
Faculty of Mathematics and Computer Science, Warsaw University of Technology, Koszykowa 75, 00-662 Warsaw, Poland;Faculty of Mathematics and Computer Science, Warsaw University of Technology, Koszykowa 75, 00-662 Warsaw, Poland and Systems Research Institute, Polish Academy of Sciences, Newelska 6, 01-447 War ...
Venue:
Expert Systems with Applications: An International Journal
Year:
2013

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Abstract

A novel approach for detecting patterns in price time series is shown. The proposed system for identifying consolidation phases is based on fuzzy geometric protoforms and classification trees. Promising results of the empirical studies prove that the suggested fuzzy geometric protoforms are very useful for identifying patterns in graphical visualizations of data. Moreover, the architecture of the system enables successful incorporation of genetic optimization what enables capturing various data sets structure and unstable conditions on financial markets.