Momentum Analysis based Stock Market Prediction using Adaptive Neuro-Fuzzy Inference System (ANFIS)

被引：0
|
作者：
Agrawal, Samarth [1 ,2 ]
Jindal, Manoj [2 ,3 ]
Pillai, G. N. [2 ]
机构：
[1] KEC Int Ltd, Alma Ata, Kazakhstan
[2] Indian Inst Technol, Dept Elect Engn, Roorkee, Uttar Pradesh, India
[3] Futures First, Hyderabad, Andhra Pradesh, India
来源：
INTERNATIONAL MULTICONFERENCE OF ENGINEERS AND COMPUTER SCIENTISTS (IMECS 2010), VOLS I-III | 2010年
关键词：
Hybrid methods; neuro-fuzzy inference system; moving averages; relative strength index (RSI);
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
This paper presents an innovative approach for indicating stock market decisions that the investor should take for minimizing the risk involved in making investments. The system uses Adaptive Neuro-Fuzzy Inference System (ANFIS) for taking decisions based on the values of technical indicators. Among the various technical indicators available, the system uses weighted moving averages, divergence and RSI (Relative Strength Index). Detailed method and the rules defining the ANFIS architecture (which were developed using empirical examinations) are provided.
引用
收藏
页码：526 / +
页数：3
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