Authors:
Francesco Maria Raimondi
1
;
Salvatore Pennacchio
1
;
Pietro Via
2
and
Marianna Mulè
2
Affiliations:
1
University of Palermo, Italy
;
2
University Of Palermo, Engineering Faculty, Italy
Keyword(s):
Trading Systems, Fuzzy Logic, Genetic Algorithms, Mib30, Technical Analysis.
Related
Ontology
Subjects/Areas/Topics:
Advanced Applications of Fuzzy Logic
;
Artificial Intelligence and Decision Support Systems
;
Enterprise Information Systems
;
Strategic Decision Support Systems
Abstract:
A common problem that financial 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 implemented 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 system will be compared using some performance indexes.