This paper explores the power of stock trading trend using an integrated New ThresholdFuzzy Cognitive Maps(NTFCMs)Markov chain model.This new model captures thepositive as well as the negative jumps and predicts the t...This paper explores the power of stock trading trend using an integrated New ThresholdFuzzy Cognitive Maps(NTFCMs)Markov chain model.This new model captures thepositive as well as the negative jumps and predicts the trend for different stocks over 4months which follow an uptrend,downtrend and a mixed trend.The mean absolute percent error(MAPE)tolerance limits,the root mean square error(RMSE)tolerance limits aredetermined for various stock indices over a multi-timeframe period and observed for theexisting methods lying within the defined limits.The results show for every‘n’number ofpredictions made,the predicted close value of the day’s stock price was within tolerancelimit with 0%error and with 100%accuracy in predicting the future trend.展开更多
文摘This paper explores the power of stock trading trend using an integrated New ThresholdFuzzy Cognitive Maps(NTFCMs)Markov chain model.This new model captures thepositive as well as the negative jumps and predicts the trend for different stocks over 4months which follow an uptrend,downtrend and a mixed trend.The mean absolute percent error(MAPE)tolerance limits,the root mean square error(RMSE)tolerance limits aredetermined for various stock indices over a multi-timeframe period and observed for theexisting methods lying within the defined limits.The results show for every‘n’number ofpredictions made,the predicted close value of the day’s stock price was within tolerancelimit with 0%error and with 100%accuracy in predicting the future trend.
