Salha Abdullah
King Abdul Aziz University, Jeddah, Saudi Arabia

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Application of Genetic Algorithm and Personal Informatics in Stock Market Khulood Albeladi; Salha Abdullah
JOIV : International Journal on Informatics Visualization Vol 2, No 2 (2018)
Publisher : Politeknik Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (846.571 KB) | DOI: 10.30630/joiv.2.2.115

Abstract

The financial market is extremely attractive since it moves trillion dollars per year. Many investors have been exploring ways to predict future prices by using different types of algorithms that use fundamental analysis and technical analysis. Many professional speculators or amateurs had been analysing the price movement of some financial assets using these algorithms. The use of genetic algorithms, neural networks, genetic programming combined with these tools in an attempt to find a profitable solution is very common. This study presents a prototype that utilizes genetic algorithms (GAs) and personal informatics system (PI) for short-term stock index forecast. The prototype works according to the following steps. Firstly, a collection of input variables is defined through technical data analysis. Secondly, GA is applied to determine an optimal set of input variables for a one-day forecast.  The data is gathered from the Saudi Stock Exchange as being the target market. Thirdly, PI is utilised to create a smart environment, which enables visualisation of stock prices. The outcome indicates that this approach of forecasting the stock price is positive. The highest accuracy obtained is 64.67% and the lowest one is 48.06%.