Decision making on daily trading of Tehran Stock Exchange based on a multiple fuzzy inference system framework

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nateq golestan ahmad; haji naghi mina

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2020 | Volume:10 | Issue:41 Page(s): 413-432

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Title

Decision making on daily trading of Tehran Stock Exchange based on a multiple fuzzy inference system framework

Author(s)

nateq golestan ahmad | haji naghi mina | Issue Writer Certificate

Keywords

Fuzzy Inference SystemQ1

Stock TradingQ1

Technical IndexQ1

Fundamental InformationQ1

Tehran Stock Exchange Decision MakingQ1

ReturnQ1

Abstract

The purpose of this study is to create an expert system for predicting daily business decisions in a normal environment of a financial market. The template of our study system consists of a multiple FIS framework that includes three dedicated FISs for decision-making on stock purchase, buying, holding and sales. The basic information system of the relevant companies and the historical stock prices that are processed to provide technical information is received as an input to the multiple FIS framework. This framework provides an investor with a series of proprietary asset documents on a daily basis in each of the buying, holding and selling systems. The review of this framework in the markets of Tehran Stock Exchange shows that considering market information as input and technical information, as compared to systems that use only technical information as input information, increase Returns are profitable. This framework, known as a stock market index, has yielded better performance than some of the most famous technical indicators such as Divergent / Convertible Moving Average, Relative Strength Index, Stochastic Oscillator, and Chaikin Oscillator. This developed framework, in addition, shows that risk-taking is not a positive factor for increasing profitability, and having basic information can increase risk aversion.

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APA: Copy

nateq golestan, ahmad, & haji naghi, mina. (2020). Decision making on daily trading of Tehran Stock Exchange based on a multiple fuzzy inference system framework. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 10(41 ), 413-432. SID. https://sid.ir/paper/365459/en

Vancouver: Copy

nateq golestan ahmad, haji naghi mina. Decision making on daily trading of Tehran Stock Exchange based on a multiple fuzzy inference system framework. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2020;10(41 ):413-432. Available from: https://sid.ir/paper/365459/en

IEEE: Copy

ahmad nateq golestan, and mina haji naghi, “Decision making on daily trading of Tehran Stock Exchange based on a multiple fuzzy inference system framework,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 10, no. 41 , pp. 413–432, 2020, [Online]. Available: https://sid.ir/paper/365459/en

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