ニューラルネットを活用した従来型テクニカル分析手法改善の試み

抄録

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 TOPIX and Nikkei-225 confirm the effectiveness of the proposed system.