A Forex trading expert system based on a new approach to the rule-base evidential reasoning

作者：

Highlights：

• A new approach to the rule-base evidential reasoning (RBER) is proposed.

• The Dempster’s rule may provide wrong results when a conflict is absent.

• The Forex trading expert system based on a new approach is developed.

• The advantages of the proposed approach are shown using real data.

摘要

•A new approach to the rule-base evidential reasoning (RBER) is proposed.•The Dempster’s rule may provide wrong results when a conflict is absent.•The Forex trading expert system based on a new approach is developed.•The advantages of the proposed approach are shown using real data.

论文关键词：Fuzzy logic,Dempster–Shafer theory,Forex,Technical analysis,Rule-base evidential reasoning,Expert system

论文评审过程：Received 28 September 2015, Revised 20 December 2015, Accepted 21 December 2015, Available online 4 January 2016, Version of Record 16 January 2016.

论文官网地址：https://doi.org/10.1016/j.eswa.2015.12.028