Utilization of Many NNs for Constructing an Intelligent Decision Support System for Dealing Stocks

摘要

In this paper, we propose a new DSS for dealing stocks which utilizes intelligently predictions (obtained by NNs) concerning the occurrence of Golden Cross (GC) & Dead Cross (DC), those concerning the increase (decrease) rate of future stock price several weeks ahead, and that regarding the relative position of the future stock price versus crossing point of GC (DC). Computer simulation results concerning the dealings of the Nikkei-225 during the last 15 years confirm the effectiveness of our approach.