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SOFTWARE FOR STOCK
 MARKET PREDICTION
                    Alexander MAKARENKO, Prof.,
                            Valeriy SOLIYA,
 Institute of Applied System Analysis at National Technical University
                            of Ukraine (KPI),
             37, Pobedy Avenue, 03056, Kiev- 56, UKRAINE
                           makalex@i.com.ua
MARKET PREDICTION
      (CONTENT)
                Model
We represent
                Model Variants
the learning    Advantage
software for    Input parameters
modeling and    Input data formats

prediction of   Results of modeling

stock market    Interface

behavior
MARKET PREDICTION
      (MODEL)

      ORIGINAL MODEL
   FOR LARGE SOCIAL,
ECONOMICAL, POLITICAL,
 SYSTEMS PROPOSED BY
 prof. A.MAKARENKO
  E-mail: makalex@i.com.ua ;
 makalex@mmsa.ntu-kpi.kiev.ua
MARKET PREDICTION
    (MODELS MODIFICATION)
 Four model types for stock market prediction:

• multiplicative form of threshold function and constant
  broker’s reputation matrix
• multiplicative form of threshold function and variable
  broker’s reputation matrix
• additive form of threshold function and constant
  broker’s reputation matrix
• additive form of threshold function and variable
  broker’s reputation matrix
MARKET PREDICTION
  (ADVANTAGES)
                     NEW!

 Advantages

                            Predicting power


              Accounting the collection of brokers behavior


         Concrete results on brokers interaction in dynamics


              Can easy operate with many brokers situation

                Functional dependences which adequate
                 to real processes of broker interaction
MARKET PREDICTION
     (INPUT PARAMETYERS)
• Brokers number at stock market;
• Broker’s reputation matrix;
• Broker’s financial resources ;
• Influence of broker’s intention on request;
• Initial requests vector;
• The training velocity and forgetting velocity
  (for case of variable reputation matrix);
• Prediction horizon.
MARKET PREDICTION
     (INPUT DATA FORMATS)
        Dynamics of stock course
30



25
                                   max
                                   min
                                   Closed
20



15
MARKET PREDICTION
       (MODELING RESULTS)
• Broker’s request matrix for all time of negotiation
• Reputation matrix with changes (for model with variable
  reputation matrix)
• Picture of requests dynamics at the time interval of
  negotiation
• Picture of the ‘network energy’
MARKET PREDICTION
(SOFTWARE INTERFACE 1)
 Multiplicative model with variable reputation matrix
MARKET PREDICTION
(SOFTWARE INTERFACE 2)
MARKET PREDICTION
(SOFTWARE INTERFACE 3)
 Multiplicative model with constant reputation matrix
MARKET PREDICTION
(SOFTWARE INTERFACE 4)

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Software for Stock Market Prediction

  • 1. <Эмблема> SOFTWARE FOR STOCK MARKET PREDICTION Alexander MAKARENKO, Prof., Valeriy SOLIYA, Institute of Applied System Analysis at National Technical University of Ukraine (KPI), 37, Pobedy Avenue, 03056, Kiev- 56, UKRAINE makalex@i.com.ua
  • 2. MARKET PREDICTION (CONTENT) Model We represent Model Variants the learning Advantage software for Input parameters modeling and Input data formats prediction of Results of modeling stock market Interface behavior
  • 3. MARKET PREDICTION (MODEL) ORIGINAL MODEL FOR LARGE SOCIAL, ECONOMICAL, POLITICAL, SYSTEMS PROPOSED BY prof. A.MAKARENKO E-mail: makalex@i.com.ua ; makalex@mmsa.ntu-kpi.kiev.ua
  • 4. MARKET PREDICTION (MODELS MODIFICATION) Four model types for stock market prediction: • multiplicative form of threshold function and constant broker’s reputation matrix • multiplicative form of threshold function and variable broker’s reputation matrix • additive form of threshold function and constant broker’s reputation matrix • additive form of threshold function and variable broker’s reputation matrix
  • 5. MARKET PREDICTION (ADVANTAGES) NEW! Advantages Predicting power Accounting the collection of brokers behavior Concrete results on brokers interaction in dynamics Can easy operate with many brokers situation Functional dependences which adequate to real processes of broker interaction
  • 6. MARKET PREDICTION (INPUT PARAMETYERS) • Brokers number at stock market; • Broker’s reputation matrix; • Broker’s financial resources ; • Influence of broker’s intention on request; • Initial requests vector; • The training velocity and forgetting velocity (for case of variable reputation matrix); • Prediction horizon.
  • 7. MARKET PREDICTION (INPUT DATA FORMATS) Dynamics of stock course 30 25 max min Closed 20 15
  • 8. MARKET PREDICTION (MODELING RESULTS) • Broker’s request matrix for all time of negotiation • Reputation matrix with changes (for model with variable reputation matrix) • Picture of requests dynamics at the time interval of negotiation • Picture of the ‘network energy’
  • 9. MARKET PREDICTION (SOFTWARE INTERFACE 1) Multiplicative model with variable reputation matrix
  • 11. MARKET PREDICTION (SOFTWARE INTERFACE 3) Multiplicative model with constant reputation matrix