SOM and Technical Indicators Based Hybrid Model gives better returns on Investments as Compared to BSE-30 Index

被引：1

作者：

Khan, Asif Ullah ^{[1
]}

Bandopadhyaya, T. K. ^{[2
]}

Sharma, Sudhir ^{[3
]}

机构：

[1] All St Coll Technol, Dept Comp Sc & Engg, Bhopal, India

[2] Bansal Inst Sci & Technol, Bhopal, India

[3] RGPV, Bhopal, India

来源：

THIRD INTERNATIONAL CONFERENCE ON KNOWLEDGE DISCOVERY AND DATA MINING: WKDD 2010, PROCEEDINGS | 2010年

关键词：

Neural Network; Stocks Classification; Technical Analysis; Fundamental Analysis; Self-Organizing Map (SOM);

D O I：

10.1109/WKDD.2010.20

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Selection of stocks that are suitable for investment is a complex task. The main aim of every investor is to earn maximum possible returns on investments. There are many conventional techniques being used and these include technical and fundamental analysis. The main issue with any approach is the proper weighting of criteria to obtain a list of stocks that are suitable for investments. This paper proposes an improved method for stock picking using self-organizing maps and technical analysis. The stock selected using this method outperformed the BSE-30 Index by about 28.41% based on one month of stock data.

引用

页码：544 / 547

页数：4

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