A NEW FUZZY LOGIC CONTROLLER FOR TRADING ON THE STOCK MARKET

Francesco Maria Raimondi, Salvatore Pennacchio, Pietro Via, Marianna Mulè

2007

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.

Paper Citation

in Harvard Style

Maria Raimondi F., Pennacchio S., Via P. and Mulè M. (2007). A NEW FUZZY LOGIC CONTROLLER FOR TRADING ON THE STOCK MARKET . In Proceedings of the Ninth International Conference on Enterprise Information Systems - Volume 2: ICEIS, ISBN 978-972-8865-89-4, pages 322-329. DOI: 10.5220/0002345803220329

in Bibtex Style

@conference{iceis07,
author={Francesco Maria Raimondi and Salvatore Pennacchio and Pietro Via and Marianna Mulè},
title={A NEW FUZZY LOGIC CONTROLLER FOR TRADING ON THE STOCK MARKET},
booktitle={Proceedings of the Ninth International Conference on Enterprise Information Systems - Volume 2: ICEIS,},
year={2007},
pages={322-329},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002345803220329},
isbn={978-972-8865-89-4},
}

in EndNote Style

TY - CONF
JO - Proceedings of the Ninth International Conference on Enterprise Information Systems - Volume 2: ICEIS,
TI - A NEW FUZZY LOGIC CONTROLLER FOR TRADING ON THE STOCK MARKET
SN - 978-972-8865-89-4
AU - Maria Raimondi F.
AU - Pennacchio S.
AU - Via P.
AU - Mulè M.
PY - 2007
SP - 322
EP - 329
DO - 10.5220/0002345803220329