A new fuzzy logic controller for trading on the stock market

Francesco Maria Raimondi, Salvatore Pennacchio

Research output: Contribution to conferenceOtherpeer-review

2 Citations (Scopus)

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
Original languageEnglish
Pages322-329
Number of pages8
Publication statusPublished - 2007

All Science Journal Classification (ASJC) codes

  • Information Systems

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