JOIV : International Journal on Informatics Visualization
Vol 2, No 2 (2018)

Application of Genetic Algorithm and Personal Informatics in Stock Market

Khulood Albeladi (King Abdul Aziz University, Jeddah, Saudi Arabia)
Salha Abdullah (King Abdul Aziz University, Jeddah, Saudi Arabia)



Article Info

Publish Date
03 Mar 2018

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%.

Copyrights © 2018






Journal Info

Abbrev

joiv

Publisher

Subject

Computer Science & IT

Description

JOIV : International Journal on Informatics Visualization is an international peer-reviewed journal dedicated to interchange for the results of high quality research in all aspect of Computer Science, Computer Engineering, Information Technology and Visualization. The journal publishes state-of-art ...