An intelligent stock trading system using comprehensive features

The aim of this study is to predict automatic trading decisions in stock markets. Comprehensive features (CF) for predicting future trend are very difficult to generate in a complex environment, especially in stock markets. According to related work, the relevant stock information can help investors formulate objects that may result in better profits. With this in mind, we present a framework of an intelligent stock trading system using comprehensive features (ISTSCF) to predict future stock trading decisions. The ISTSCF consists of stock information extraction, prediction model learning and stock trading decision. We apply three different methods to generate comprehensive features, including sentiment analysis (SA) that provides sensitive market events from stock news articles for sentiment indices (SI), technical analysis (TA) that yields effective trading rules based on trading information on the stock exchange for technical indices (TI), as well as the trend-based segmentation method (TBSM) that raises trading decisions from stock price for trading signals (TS). Experiments on the Taiwan stock market show that the results of employing comprehensive features are significantly better than traditional methods using numeric features alone (without textual sentiment features).     

Identification using ANFIS with intelligent hybrid stable learning algorithm approaches

This paper suggests novel hybrid learning algorithm with stable learning laws for adaptive network based fuzzy inference system (ANFIS) as a system identifier and studies the stability of this algorithm. The new hybrid learning algorithm is based on particle swarm optimization (PSO) for training the antecedent part and gradient descent (GD) for training the conclusion part. Lyapunov stability theory is used to study the stability of the proposed algorithm. This paper, studies the stability of PSO as an optimizer in training the identifier, for the first time. Stable learning algorithms for the antecedent and consequent parts of fuzzy rules are proposed. Some constraints are obtained and simulation results are given to validate the results. It is shown that instability will not occur for the leaning rate and PSO factors in the presence of constraints. The learning rate can be calculated on-line and will provide an adaptive learning rate for the ANFIS structure. This new learning scheme employs adaptive learning rate that is determined by input–output data.