An Investigation of GA-Fuzzy Technique in Technical Analysis
This study looks at the application of GA-fuzzy system in technical analysis. The fuzzy inference systems (FIS) used in this article for technical analysis are based on the work by H. Dourra Pepe Siy (2002) and W. M. Cheung, Uzay Kaymak (2007). In addition, the parameters these FIS in this paper a...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/23158/ |
| _version_ | 1848792519665516544 |
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| author | Li, Guanzhen |
| author_facet | Li, Guanzhen |
| author_sort | Li, Guanzhen |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | This study looks at the application of GA-fuzzy system in technical analysis. The fuzzy inference systems (FIS) used in this article for technical analysis are based on the work by H. Dourra Pepe Siy (2002) and W. M. Cheung, Uzay Kaymak (2007). In addition, the parameters these FIS in this paper are tuned by various form of GA that tunes membership functions (MF) and/or rule base (RB) sequentially or simultaneously. By examining the return and efficiency of different untrained and trained FIS using different strategies in bear and bull market, I have found some interesting computational and financial results that can be helpful for future researchers. |
| first_indexed | 2025-11-14T18:45:42Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-23158 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:45:42Z |
| publishDate | 2009 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-231582018-02-16T23:49:15Z https://eprints.nottingham.ac.uk/23158/ An Investigation of GA-Fuzzy Technique in Technical Analysis Li, Guanzhen This study looks at the application of GA-fuzzy system in technical analysis. The fuzzy inference systems (FIS) used in this article for technical analysis are based on the work by H. Dourra Pepe Siy (2002) and W. M. Cheung, Uzay Kaymak (2007). In addition, the parameters these FIS in this paper are tuned by various form of GA that tunes membership functions (MF) and/or rule base (RB) sequentially or simultaneously. By examining the return and efficiency of different untrained and trained FIS using different strategies in bear and bull market, I have found some interesting computational and financial results that can be helpful for future researchers. 2009-09-24 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/23158/1/dissertation.pdf Li, Guanzhen (2009) An Investigation of GA-Fuzzy Technique in Technical Analysis. [Dissertation (University of Nottingham only)] (Unpublished) |
| spellingShingle | Li, Guanzhen An Investigation of GA-Fuzzy Technique in Technical Analysis |
| title | An Investigation of GA-Fuzzy Technique in Technical Analysis |
| title_full | An Investigation of GA-Fuzzy Technique in Technical Analysis |
| title_fullStr | An Investigation of GA-Fuzzy Technique in Technical Analysis |
| title_full_unstemmed | An Investigation of GA-Fuzzy Technique in Technical Analysis |
| title_short | An Investigation of GA-Fuzzy Technique in Technical Analysis |
| title_sort | investigation of ga-fuzzy technique in technical analysis |
| url | https://eprints.nottingham.ac.uk/23158/ |