Stock Market Prediction Based on Fundamentalist Analysis with FuzzyNeural Networks

Abstract:- In this article, we discuss the application of a combination of Neural Networks and Fuzzy Logic techniques to fundamentalist analysis of stock investment. Several researchers have used neural networks models in a variety of ways to predict short and long-term stock forecasting, but most of these models use technical indicators as inputs. This paper presents the results of the app lication of Fuzzy Neural Networks to predict the evolution of stock prices of Brazilian companies traded on the São Paulo Stock Exchange. The network indicates if a trader would have to keep, sell or buy a stock using a combination of information extracted from balance sheets (released every three months) and market indicators. In our experiments, we concentrated on a segment of the Brazilian industry, companies from the textile sector. The results show that the network was able to deliver good results depending on the quality of the available data