COMPUTERS2-55.pdfVIP

LATEST TRENDS on COMPUTERS (Volume II) A Self-Organized Neuro-Fuzzy System for Stock Market Dynamics Modeling and Forecasting C. L. Su Department of Information Management Chang Jung Christian University Taiwan, R.O.C. C. J. Chen Department of Aviation Service Management Aletheia University Taiwan, R.O.C. S. M. Yang Department of Aeronautics and Astronautics National Cheng Kung University Taiwan, R.O.C. Abstract: -A self-organized, five-layer neuro-fuzzy model is developed to model the dynamics of stock market by using technical indicators.The model effectiveness in prediction and forecasting is validated by a set of data containing four indicators: the stochastic oscillator (%K and %D), volume adjusted moving average (VAMA) and ease of movement (EMV) from TAIEX (Taiwan Stock Exchange Capitalization Weighted Stoc