Prediction of Golden Cross and Dead Cross by Artificial Neural Networks Could Contribute a Lot for Constructing an Intelligent Decision Support System for Dealing Stocks

摘要

In this paper, we propose a new decision support system for dealing stocks which utilizes both the prediction (obtained by ANNs) concerning the occurrence of the "Golden Cross"("GC") and the "Dead Cross"("DC") and that (also obtained by ANNs) concerning the rate of change of the future stock price several weeks ahead. Computer simulation results concerning the dealings of the (randomly chosen) several individual stocks in the Tokyo Stock Market confirm the effectiveness of our approach.