A common problem that financia l operators often meet in their own work is to make, at the right moment, the operational choices on the Stock Market. Once the Market to act on has been chosen, the financial operator has to decide when and how to operate on it, in order to achieve a profit . The problem that we are going to deal with is the planning of an automatic decisional system for the management of long positions on bull market. First, a trading system (TS) will be im plemented pointing its features out. Then a fuzzy logic implementation of the TS will be introduced (FTS). The fuzzy system will be optimized by the genetic algorithms. Finally, the two different implementations of the trading syst em will be compared using some performance indexes
Francesco Raimondi, Salvatore Pennacchio, Pietro Via, Marianna Mulé (2007). A new fuzzy logic controller for trading on the stock market. In ICEIS 2007 (pp.322-329). Funchal : Jorge Cardoso, Josè Cordeiro and Joaquim Filipe [10.5220/0002345803220329].
A new fuzzy logic controller for trading on the stock market
Francesco Raimondi;Salvatore Pennacchio;
2007-01-01
Abstract
A common problem that financia l operators often meet in their own work is to make, at the right moment, the operational choices on the Stock Market. Once the Market to act on has been chosen, the financial operator has to decide when and how to operate on it, in order to achieve a profit . The problem that we are going to deal with is the planning of an automatic decisional system for the management of long positions on bull market. First, a trading system (TS) will be im plemented pointing its features out. Then a fuzzy logic implementation of the TS will be introduced (FTS). The fuzzy system will be optimized by the genetic algorithms. Finally, the two different implementations of the trading syst em will be compared using some performance indexes
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