Intelligent Stock Market Analysis System - A Fundamental and Macro-economical Analysis Approach

Abstract

Stock Market Forecasting implies the use of a series of techniques that helps in determining the stock price evolution. The paper describes a multi-agent system that uses numerical, financial and economical data in order to evaluate the company's position on the market, profitability, performance, future expectations in the company's evolution. Determining the effect of political, governmental and social decisions along with detecting the way in which the price is constructed based on technical and fundamental analysis methods and the bid/ask situation helps in determining a more precise buy/sell signals, reducing the false signals and determining some risk/gain positions on different periods of time. In order to validate the results a prototype was developed.