A Stock Market Prediction System Based on High-Level Fuzzy Petri Nets

被引:6
|
作者
Shen, Rong-Kuan [1 ]
Yang, Cheng-Ying [2 ]
Shen, Victor R. L. [3 ,4 ]
Li, Wei-Chen [3 ,4 ]
Chen, Tzer-Shyong [5 ]
机构
[1] Shih Hsin Univ, Dept Japanese Language & Literature, 1 Lane17,Sec 1,Mu Cha Rd, Taipei, Taiwan
[2] Univ Taipei, Dept Comp Sci, 1 Ai Kao W Rd, Taipei 100, Taiwan
[3] Chaoyang Univ Technol, Dept Informat Management, 168 Jifeng E Rd, Taichung 413, Taiwan
[4] Natl Taipei Univ, Coll Elect Engn & Comp Sci, Dept Comp Sci & Informat Engn, 151 Univ Rd, New Taipei 237, Taiwan
[5] Tunghai Univ, Dept Informat Management, Taichung, Taiwan
关键词
Fuzzy system; high-level fuzzy Petri net; financial investment; support vector regression; REGRESSION;
D O I
10.1142/S0218488518500356
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
As information technology advances dramatically and the stock market in Taiwan turns out to be active, the management of financial investment has already become very important. To facilitate the rapid development of the stock market, the application of information technology to financial investment becomes a hot issue. In this paper, a support vector regression (SVR) machine for stock prices in Taiwan is adopted to simulate the approximate trading trend by using the daily data sets. Then the learned data model is used to analyze technical indices, to draw a trend diagram, and to make a prediction. Finally, the business behavior of financial investment systems has been modeled by using a high-level fuzzy Petri net (HLFPN) for the purpose of making a decision on appropriate investment. Based on the HLFPN model, the proposed approach provides each investor with relevant information to understand the investment trend. As a result, a practical market stock prediction system is presented to enhance the investment benefits and help investors achieve the desired investment goal.
引用
收藏
页码:771 / 808
页数:38
相关论文
共 50 条
  • [1] Application of high-level fuzzy Petri nets to educational grading system
    Shen, Victor R. L.
    Yang, Cheng-Ying
    Wang, Yu-Ying
    Lin, Yu-Hsiang
    [J]. EXPERT SYSTEMS WITH APPLICATIONS, 2012, 39 (17) : 12935 - 12946
  • [2] A reasoning algorithm for high-level fuzzy petri nets
    Scarpelli, H
    Gomide, F
    Yager, RR
    [J]. IEEE TRANSACTIONS ON FUZZY SYSTEMS, 1996, 4 (03) : 282 - 294
  • [3] Reinforcement learning for high-level fuzzy Petri nets
    Shen, VRL
    [J]. IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART B-CYBERNETICS, 2003, 33 (02): : 351 - 362
  • [4] SYSTEM MODELING WITH HIGH-LEVEL PETRI NETS
    GENRICH, HJ
    LAUTENBACH, K
    [J]. THEORETICAL COMPUTER SCIENCE, 1981, 13 (01) : 109 - 136
  • [5] Knowledge representation using high-level fuzzy Petri nets
    Shen, Victor R. L.
    [J]. IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART A-SYSTEMS AND HUMANS, 2006, 36 (06): : 1220 - 1227
  • [6] APPLICATION OF HIGH-LEVEL FUZZY PETRI NETS TO FALL DETECTION SYSTEM USING SMARTPHONE
    Shen, Victor R. L.
    Lai, Horng-Yih
    Lai, Ah-Fur
    [J]. PROCEEDINGS OF 2013 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS (ICMLC), VOLS 1-4, 2013, : 1429 - 1435
  • [7] AN AUTOMATIC CALIBRATION SYSTEM FOR CHINESE KARAOKE LYRICSBASED ON HIGH-LEVEL FUZZY PETRI NETS
    Shen, Victor R. L.
    Chen, Hung-Chi
    [J]. PROCEEDINGS OF 2014 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS (ICMLC), VOL 2, 2014, : 544 - 549
  • [8] HIGH-LEVEL ALGEBRAIC PETRI NETS
    KAN, CY
    HE, XD
    [J]. INFORMATION AND SOFTWARE TECHNOLOGY, 1995, 37 (01) : 23 - 30
  • [9] The CSCW analysis method based on Fuzzy-Timing High-level petri Nets
    Feng, T
    Li, RH
    [J]. 2003 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-5, PROCEEDINGS, 2003, : 2547 - 2552
  • [10] Z AND HIGH-LEVEL PETRI NETS
    VANHEE, KM
    SOMERS, LJ
    VOORHOEVE, M
    [J]. LECTURE NOTES IN COMPUTER SCIENCE, 1991, 551 : 204 - 219