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Abeer Badr ElDin

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Abeer Badr ElDin

WSEAS Transactions on Computers

Print ISSN: 1109-2750
E-ISSN: 2224-2872

Volume 18, 2019

Notice: As of 2014 and for the forthcoming years, the publication frequency/periodicity of WSEAS Journals is adapted to the 'continuously updated' model. What this means is that instead of being separated into issues, new papers will be added on a continuous basis, allowing a more regular flow and shorter publication times. The papers will appear in reverse order, therefore the most recent one will be on top.

An Intelligent-Hybrid Model for Pattern Detection to Predict Stocks Price Movement Direction

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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[5] H. Pan, C. Tilakaratne, and J. Yearwood. “Predicting the Australian stock market index using neural networks exploiting dynamical swings and intermarket influences.”, Journal of Research and Practice in Information Technology 2005, 37(1):43–55.

WSEAS Transactions on Computers, ISSN / E-ISSN: 1109-2750 / 2224-2872, Volume 18, 2019, Art. #17, pp. 128-135

Copyright © 2018 Author(s) retain the copyright of this article. This article is published under the terms of the Creative Commons Attribution License 4.0

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