抄録
During the last several decades, the soft computing techniques such as NNs & GAs have been studied quite extensively by many researchers and have been applied to various real world problems. They have been successfully utilized for constructing a large number of intelligent systems. One of the most remarkable application areas may be the financial market. Nowadays, comparatively large numbers of researchers show keen interest in the application of soft computing techniques to the financial market. In this paper, we shall propose a DSS for dealing stocks which improves the traditional technical analysis by utilizing soft computing techniques. In the proposed DSS, soft computing techniques are utilized in order to detect “Golden Cross” and “Dead Cross" several weeks before it occurs. We shall also give several computer simulation results which confirm the effectiveness of the proposed DSS.
