Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers
The 52nd Annual Conference of the Institute of Systems, Control and Information Engineers
Session ID : 6S4-4
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Utilization of a Large Number of Neural Networks for Making the Traditional Technical Analysis More Effective
Norio BabaMasato Nishida*Kou NinTomoaki AsakuraSouhei InoueYuki OoyadoKenichi SakamotoYoshitaka Kai
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Abstract
In this paper, we propose a new decision support system for dealing stocks which utilizes both the prediction (obtained by NNs) concerning the occurrence of the "Golden Cross" and the "Dead Cross" and that (also obtained by NNs) concerning the rate of change of the future stock price several weeks ahead. Computer simulation results concerning the dealings of (randomly chosen) several individual stocks confirm the effectiveness of our approach.
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© 2008 The Institute of Systems, Control and Information Engineers
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