A Fuzzy-Neural Intelligent Trading Model for Stock PricePrediction
In this paper, Fuzzy logic and Neural Network approaches for
predicting financial stock price are investigated. A study of a
knowledge based system for stock price prediction is carried out.
We explore Trapezoidal membership function method and
Sugeno-type fuzzy inference engine to optimize the estimated
result. Our model utilizes the performance of artificial neural
networks trained using back propagation and supervised learning
methods respectively. The system is developed based on the
selection of stock data history obtained from Nigerian Stock
Exchange in Nigeria, which are studied and used in training the
system. A computer simulation is designed to assist the
experimental decision for the best control action. The system is
developed using MySQL, NetBeans, Java, and MatLab. The
experimental result shows that the model has such properties as
fast convergence, high precision and strong function
approximation ability. It has shown to perform well in the
context of various trading strategies involving stocks.
Keywords: Fuzzy Logic, Neural Network, Stock Price prediction, Fuzzy-Neural System
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ABOUT THE AUTHORS
Uduak Umoh
Umoh U. A. had received her Doctor of Philosophy (PhD) degree in Soft Computing from University of Port Harcourt, Rivers State, Nigeria in the year 2012, Master’s degree in Database Management System from University of Port Harcourt, Rivers State, Nigeria in the year 2006 and Bachelor’s degree from University of Uyo, Akwa Ibom State, Nigeria in 2007. She is currently working as a Lecturer I, in the University of Uyo in the Department of Computer Science. She has published several articles in her areas in reputable national and international journals and has written some quality books in Computer discipline. Her area of interest include; Fuzzy System, Neural network, Hybrid models, Database System, etc. She is a member of Nigerian Computer Society (NCS), Member, Computer Professional Registration Council of Nigeria (CPN), etc.
Udoinyang Inyang
U. G. Inyang is a Lecturer in the Department of Computer Science University of Uyo. He holds a Bachelor of Science (B.Sc.) degree in Computer Science from University of Uyo, Nigeria with Second class upper division. He also holds a Master of Technology and Doctor of Philosophy Degrees from Federal University of Technology, Akure, Nigeria in 2005 and 2012 respectively. He belongs to notable professional bodies including Computer Professional Registration Council of Nigeria (CPN) and has held some administrative positions in the University of Uyo. He has worked extensively with soft computing tools and Knowledge discovery/Datamining and has published several articles in these areas, in reputable national and international journals.
Uduak Umoh
Umoh U. A. had received her Doctor of Philosophy (PhD) degree in Soft Computing from University of Port Harcourt, Rivers State, Nigeria in the year 2012, Master’s degree in Database Management System from University of Port Harcourt, Rivers State, Nigeria in the year 2006 and Bachelor’s degree from University of Uyo, Akwa Ibom State, Nigeria in 2007. She is currently working as a Lecturer I, in the University of Uyo in the Department of Computer Science. She has published several articles in her areas in reputable national and international journals and has written some quality books in Computer discipline. Her area of interest include; Fuzzy System, Neural network, Hybrid models, Database System, etc. She is a member of Nigerian Computer Society (NCS), Member, Computer Professional Registration Council of Nigeria (CPN), etc.
Udoinyang Inyang
U. G. Inyang is a Lecturer in the Department of Computer Science University of Uyo. He holds a Bachelor of Science (B.Sc.) degree in Computer Science from University of Uyo, Nigeria with Second class upper division. He also holds a Master of Technology and Doctor of Philosophy Degrees from Federal University of Technology, Akure, Nigeria in 2005 and 2012 respectively. He belongs to notable professional bodies including Computer Professional Registration Council of Nigeria (CPN) and has held some administrative positions in the University of Uyo. He has worked extensively with soft computing tools and Knowledge discovery/Datamining and has published several articles in these areas, in reputable national and international journals.