AUTHORS: Abeer Badr ElDin

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ABSTRACT: In this paper, an intelligent-hybrid model for stocks price prediction is proposed. The model helps choosing the right investment action within a certain risk factor. It generates Buy, Sell or Hold signals based on the prediction of the market future direction. An intelligent hybrid fuzzy-neural multi-layer system is applied to generate the signal. The model increases the individual investors’ local market understanding of market sentiments, breaking news and technical analysis expectations. An implemented system of the proposed model has demonstrated a promising performance of the applied test datasets containing 31 Stock Symbols over the past 9 years (January 2009-July 2018). The prediction accuracy of the model is computed by comparing the applied system predicted results against the actual results of the Egyptian stock market during the test period.

KEYWORDS: Intelligent-Hybrid Model, Pattern Detection, Stocks Price Movement Direction, Kohonen selforganizing map, back propagation network, Fuzzy Logic.

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