Stock market analysis - Strongest performing stocks influence on an evolutionary market

摘要

On the stock market, it is said that the strongest stock gives the direction of those stocks that are in the same domain (IT, services, oil, and others). Determining the strongest stock plays an important part in finding a better moment to enter on a position. This paper presents a Multi-Agent architecture that combines Technical Analysis, Neural Networks and Statistical Methods in order to find the strongest stock and to make a better forecast on the market future trend and trigger an entry/exit signal based on the market basket classification. A prototype was developed and applied on the Bucharest Stock Exchange Market (BSE).