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引用次数: 26

摘要

本研究的目的是建立并评估一个基于人类技能的模糊专家系统,用于股票交易过程中的决策支持。我们的重点是计算机软件,它能够从熟练的股票交易者那里复制知识。利用经典技术和软计算方法开发了专家系统STRASS(股票交易支持系统)。对所提出的系统进行了纳斯达克,纽约证券交易所和AMAX股票记录的历史收集测试。目前,它正在接受“KOLEGU”共同基金在真实股票交易过程中的测试。
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Fuzzy logic based stock trading system
The goal of this study was to build and to evaluate a human skill based fuzzy expert system for decision making support in a stock trading process. Our focus was concentrated on computer software that is capable to reproduce the knowledge from the skilled stock trader. Using classical technique and soft computing methods the expert system STRASS (Stock Trading Support System) was developed. The proposed system was tested for the historical collection of NASDAQ, NYSE and AMAX stock records. At present, it is being tested by "KOLEGU" mutual fund in a real stock trading process.
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