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
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