پیش بینی حرکت یک روزه در بازار سهام با استفاده از منابع اطلاعات متناقض
|کد مقاله||سال انتشار||تعداد صفحات مقاله انگلیسی||ترجمه فارسی|
|101398||2017||25 صفحه PDF||سفارش دهید|
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Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Expert Systems with Applications, Volume 79, 15 August 2017, Pages 153-163
There are several commercial financial expert systems that can be used for trading on the stock exchange. However, their predictions are somewhat limited since they primarily rely on time-series analysis of the market. With the rise of the Internet, new forms of collective intelligence (e.g. Google and Wikipedia) have emerged, representing a new generation of âcrowd-sourcedâ knowledge bases. They collate information on publicly traded companies, while capturing web traffic statistics that reflect the publicâs collective interest. Google and Wikipedia have become important âknowledge basesâ for investors. In this research, we hypothesize that combining disparate online data sources with traditional time-series and technical indicators for a stock can provide a more effective and intelligent daily trading expert system. Three machine learning models, decision trees, neural networks and support vector machines, serve as the basis for our âinference engineâ. To evaluate the performance of our expert system, we present a case study based on the AAPL (Apple NASDAQ) stock. Our expert system had an 85% accuracy in predicting the next-day AAPL stock movement, which outperforms the reported rates in the literature. Our results suggest that: (a) the knowledge base of financial expert systems can benefit from data captured from nontraditional âexpertsâ like Google and Wikipedia; (b) diversifying the knowledge base by combining data from disparate sources can help improve the performance of financial expert systems; and (c) the use of simple machine learning models for inference and rule generation is appropriate with our rich knowledge database. Finally, an intelligent decision making tool is provided to assist investors in making trading decisions on any stock, commodity or index.