- Stock Market Forecasting Methods
- Complex Systems and Time Series Analysis
- Financial Markets and Investment Strategies
- Advanced Text Analysis Techniques
- Neural Networks and Applications
- Metaheuristic Optimization Algorithms Research
West University of Timişoara
2011-2016
The goal of this paper is to create a hybrid system based on Multi-Agent Architecture that will investigate the evolution some neural network methods along with technical and fundamental analysis stock market indexes how information influences behavior in order improve profitability short or medium time period investment. proposed compares results Standard Feed Forward Neural Network, Elman Jordan Recurrent Networks Network evolved Neuro Evolution Augmenting Topologies (NEAT) which gives...
The goal of this paper is to develop a system able coordinate trader in optimizing stock market portfolio order improve the profitability short or medium time period investment. classify risk and quantifies its effect on an investment based sentiment analysis, certain characteristics traders level confidence. It also uses ontology describe markets status expectations future events (text features) determine relationship correlation between news articles. verifies similar percentage positive...
Stock Trading Algorithm Models are an important problem researchers dealt with through time that implied knowledge in technical and fundamental analysis, series combined expertise computer science or programming order to find solutions of how have a stock gain. This paper proposes multi-agent architecture assists user making successful investment on the market. implies use analysis make useful prediction security's trend.
Stock Market Forecasting implies the use of a series techniques that helps in determining stock price evolution. The paper describes multi-agent system uses numerical, financial and economical data order to evaluate company's position on market, profitability, performance, future expectations Determining effect political, governmental social decisions along with detecting way which is constructed based technical fundamental analysis methods bid/ask situation more precise buy/sell signals,...
Traders behavior can influence the evolution of thestock price movement due to their ability use information some internal and external factors place an order on market. The goal this paper is create expert system that simulates reaction informed noise traders in better understand effect how we minimize market.We proposed uses rule based techniques describe any kind news, historical data information.The makes a correlation between behavioron given moment known at thatparticular moment. It...
The goal of this paper is to create a hybrid system based on Multi-Agent Architecture that will investigate the evolution some prediction strategies (Elliott Wave, Lucas, GANN) along with technical, fundamental and macro-economical analysis methods stock market indexes how information influences behavior in order improve profitability short or medium time period investment. proposed correlates results from Elliott GANN Lucas determine better price position trend which be its future...
Risk handling and evaluation plays an importantrole in optimizing investment portfolio. This paper's goal isto describe a system that determines, classifies handles riskassociated to any type of based on sentiment analysis, price movement, information related companies, certain characteristics, the traders confidence level, by measuring thepotential loss over period time. research impliesanalyzing trader's risk, market risk associated eachevaluated company or financial group, political...
Stock market prediction is influenced by manyinternal and external factors. One of these factors are the newsarticles financial reports related to each listed company. This paper describes a system that able extract relevantinformation from this type textual documents, correlate themwith stock price movement determine whether ornot new released news can in which proportion willinfluence behavior. Predefined ontologies used forclassifying articles automated ontology extractionfor classifying...
The goal of this paper is to create a hybrid system that will investigate possible stock market changes immediately after financial news article appear and how information influences the behavior in order improve profitability short or medium time period investment. We proposed multi-agent uses text mining, extraction, pattern recognition, sentiment analysis trust model. classifies quantifies certain phenomena (financial influence) compute effect some properties its size on also checks if we...
The goal of this paper is to develop a system able coordinate trader in optimizing stock market portfolio order improve the profitability short or medium time period investment. classify risk and quantifies its effect on an investment based sentiment analysis, certain characteristics, traders confidence level, by measuring potential loss over time. id also create types portfolios different methods computing associated level confidence. We proposed multi-agent that uses volatility, Monte...