78,546 research outputs found
Artificial Counselor System for Stock Investment
This paper proposes a novel trading system which plays the role of an
artificial counselor for stock investment. In this paper, the stock future
prices (technical features) are predicted using Support Vector Regression.
Thereafter, the predicted prices are used to recommend which portions of the
budget an investor should invest in different existing stocks to have an
optimum expected profit considering their level of risk tolerance. Two
different methods are used for suggesting best portions, which are Markowitz
portfolio theory and fuzzy investment counselor. The first approach is an
optimization-based method which considers merely technical features, while the
second approach is based on Fuzzy Logic taking into account both technical and
fundamental features of the stock market. The experimental results on New York
Stock Exchange (NYSE) show the effectiveness of the proposed system.Comment: 7 pages, 8 figures, 1 tabl
An Improved Stock Price Prediction using Hybrid Market Indicators
In this paper the effect of hybrid market indicators is examined for an improved stock price prediction. The hybrid market indicators consist of technical, fundamental and expert opinion variables as input to artificial neural networks model. The empirical results obtained
with published stock data of Dell and Nokia obtained from New York Stock Exchange shows that the proposed model can be effective to improve accuracy of stock price prediction
Spatial database implementation of fuzzy region connection calculus for analysing the relationship of diseases
Analyzing huge amounts of spatial data plays an important role in many
emerging analysis and decision-making domains such as healthcare, urban
planning, agriculture and so on. For extracting meaningful knowledge from
geographical data, the relationships between spatial data objects need to be
analyzed. An important class of such relationships are topological relations
like the connectedness or overlap between regions. While real-world
geographical regions such as lakes or forests do not have exact boundaries and
are fuzzy, most of the existing analysis methods neglect this inherent feature
of topological relations. In this paper, we propose a method for handling the
topological relations in spatial databases based on fuzzy region connection
calculus (RCC). The proposed method is implemented in PostGIS spatial database
and evaluated in analyzing the relationship of diseases as an important
application domain. We also used our fuzzy RCC implementation for fuzzification
of the skyline operator in spatial databases. The results of the evaluation
show that our method provides a more realistic view of spatial relationships
and gives more flexibility to the data analyst to extract meaningful and
accurate results in comparison with the existing methods.Comment: ICEE201
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Investment Risk Appraisal
Standard financial techniques neglect extreme situations and regards large market shifts as too unlikely to matter. This
approach may account for what occurs most of the time in the market, but the picture it presents does not reflect the reality, as the
major events happen in the rest of the time and investors are âsurprisedâ by âunexpectedâ market movements. An alternative fuzzy
approach permits fluctuations well beyond the probability type of uncertainty and allows one to make fewer assumptions about the
data distribution and market behaviour. Fuzzifying the present value criteria, we suggest a measure of the risk associated with each
investment opportunity and estimate the projectâs robustness towards market uncertainty. The procedure is applied to thirty-five UK
companies and a neural network solution to the fuzzy criterion is provided to facilitate the decision-making process. Finally, we
discuss the grounds for classical asset pricing model revision and argue that the demand for relaxed assumptions appeals for another
approach to modelling the market environment
A framework for the selection of the right nuclear power plant
Civil nuclear reactors are used for the production of electrical energy. In the nuclear industry vendors propose several nuclear reactor designs with a size from 35â45âMWe up to 1600â1700âMWe. The choice of the right design is a multidimensional problem since a utility has to include not only financial factors as levelised cost of electricity (LCOE) and internal rate of return (IRR), but also the so called âexternal factorsâ like the required spinning reserve, the impact on local industry and the social acceptability. Therefore it is necessary to balance advantages and disadvantages of each design during the entire life cycle of the plant, usually 40â60 years. In the scientific literature there are several techniques for solving this multidimensional problem. Unfortunately it does not seem possible to apply these methodologies as they are, since the problem is too complex and it is difficult to provide consistent and trustworthy expert judgments. This paper fills the gap, proposing a two-step framework to choosing the best nuclear reactor at the pre-feasibility study phase. The paper shows in detail how to use the methodology, comparing the choice of a small-medium reactor (SMR) with a large reactor (LR), characterised, according to the International Atomic Energy Agency (2006), by an electrical output respectively lower and higher than 700âMWe
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