Artificial Counselor System for Stock Investment

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Tác giả: Mark Crowley, Benyamin Ghojogh, Hadi NekoeiQachkanloo, Ali Saheb Pasand

Ngôn ngữ: eng

Ký hiệu phân loại: 006.3 Artificial intelligence

Thông tin xuất bản: 2019

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 162671

Comment: 7 pages, 8 figures, 1 tableThis paper proposes a novel trading system which plays the role of an artificial counselor for stock investment. In this paper, the stock future prices (technical features) are predicted using Support Vector Regression. Thereafter, the predicted prices are used to recommend which portions of the budget an investor should invest in different existing stocks to have an optimum expected profit considering their level of risk tolerance. Two different methods are used for suggesting best portions, which are Markowitz portfolio theory and fuzzy investment counselor. The first approach is an optimization-based method which considers merely technical features, while the second approach is based on Fuzzy Logic taking into account both technical and fundamental features of the stock market. The experimental results on New York Stock Exchange (NYSE) show the effectiveness of the proposed system.
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