A multiple fuzzy inference systems framework for daily stock trading with application to NASDAQ stock exchange

作者：

Highlights：

• We develop a multiple fuzzy inference systems framework for daily stock trading.

• We apply the framework to NASDAQ stock exchange data.

• Gives an increase in profit return with decrease in the number of days of observations.

• Including earnings per share to the framework increases profit return.

• Developed framework performs better than the most popular technical indicators.

摘要

•We develop a multiple fuzzy inference systems framework for daily stock trading.•We apply the framework to NASDAQ stock exchange data.•Gives an increase in profit return with decrease in the number of days of observations.•Including earnings per share to the framework increases profit return.•Developed framework performs better than the most popular technical indicators.

论文关键词：Fuzzy inference system,Stock trading,Fundamental analysis,Technical indicators,Decision making,MATLAB®

论文评审过程：Received 22 May 2015, Revised 25 August 2015, Accepted 27 August 2015, Available online 11 September 2015, Version of Record 10 November 2015.

论文官网地址：https://doi.org/10.1016/j.eswa.2015.08.045