Fuzzy rule-based stock trading system

  title={Fuzzy rule-based stock trading system},
  author={I-Cheng Yeh and Che-hui Lien},
  journal={2011 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2011)},
Our study investigates the generalization capability of fuzzy rule-based trading systems and conducted an empirical study on Taiwan's stock market during 1991/1/1–2010/12/31. The empirical conclusions are as follows (1) The investment performance in the training period is much better than that in the testing period, which exhibits over-learning. (2) The symmetry rules approach demonstrates that the pure price trend trading system is better than the pure volume trend trading system and hybrid… CONTINUE READING
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