Real Stock Trading Using Soft Computing Models
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Stock Trading Simulation. Each soft computing model was given $100 at the …. Intelligent Stock Trading Decision Support System …
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Real Stock Trading Using Soft Computing Models
Brent Doeksen1, Ajith Abraham2, Johnson Thomas1 and Marcin Paprzycki1
1Computer Science Department, Oklahoma State University, OK 74106, USA,
2School of Computer Science and Engineering, Chung-Ang University, Korea,
ajith.abraham@ieee.org, jpt@okstate.edu, marcin@okstate.edu
Abstract
The main focus of this study is to compare different
performances of soft computing paradigms for predicting
the direction of individuals stocks. Three different
artificial intelligence techniques were used to predict the
direction of both Microsoft and Intel stock prices over a
period of thirteen years. We explored the performance of
artificial neural networks trained using backpropagation
and conjugate gradient algorithm and a Mamdani and
Takagi Sugeno Fuzzy inference system learned using
neural learning and genetic algorithm. Once all the
different models were built the last part of the experiment
was to determine how much profit can be made using
these methods versus a simple buy and hold technique.
I. Introduction
The ability to predict the direction of the stock prices is
the most important factor to making money using financial
prediction. All the investor really needs to know is to buy
if the stock is going up in value and to sell if…
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