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2004 | OriginalPaper | Buchkapitel

Soft Computing in Finance

verfasst von : Professor Rafik Aziz Aliev, Professor Bijan Fazlollahi, Professor Rashad Rafik Aliev

Erschienen in: Soft Computing and its Applications in Business and Economics

Verlag: Springer Berlin Heidelberg

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The stock market is very attractive due to high expected profit. On the other hand it is very risky. This creates a need for intelligent stock-trading systems that are intended to help the investors make realistic prediction for taking optimal decisions. Conventional approaches address Regression and Time Series Analysis methods for stock market prediction [5,14]. These methods do not give expected results in situations when the data are influenced by subjective factors such as psychological, macro-economical, or political issues. Also we cannot ignore those factors at all, because technical indexes only are not capable of proper description of a complicated real-world environment. An effective stock trading system must use both qualitative and quantitative factors.

Metadaten
Titel
Soft Computing in Finance
verfasst von
Professor Rafik Aziz Aliev
Professor Bijan Fazlollahi
Professor Rashad Rafik Aliev
Copyright-Jahr
2004
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-540-44429-9_8

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