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Artificial Counselor System for Stock Investment

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Document pages: 7 pages

Abstract: This paper proposes a novel trading system which plays the role of anartificial counselor for stock investment. In this paper, the stock futureprices (technical features) are predicted using Support Vector Regression.Thereafter, the predicted prices are used to recommend which portions of thebudget an investor should invest in different existing stocks to have anoptimum expected profit considering their level of risk tolerance. Twodifferent methods are used for suggesting best portions, which are Markowitzportfolio theory and fuzzy investment counselor. The first approach is anoptimization-based method which considers merely technical features, while thesecond approach is based on Fuzzy Logic taking into account both technical andfundamental features of the stock market. The experimental results on New YorkStock Exchange (NYSE) show the effectiveness of the proposed system.

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