Utilization of Neural Networks & Genetic Algorithms for Constructing a Reliable Decision Support System Which Deals Nikkei-225

抄録

In this paper, we propose decision support systems (DSS) for dealing in the two indexes TOPIX & Nikkei-225 which utilize neural networks and genetic algorithms. In the proposed systems, the neural networks are utilized in order to make forecasts of the indexes four weeks in the future. Genetic algorithms are utilized in order to find effective ways of dealing. Several computer simulations have been carried out in order to compare the proposed DSS with the other approaches such as the DSS using traditional technical analysis and buy-and-hold method. These simulations confirm the effectiveness of the proposed DSS.