Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/15246
Title: Mismis - a comprehensive decision support system for stock market investment
Authors: Cho, V 
Keywords: Stock market intelligent trading system
Decision support system
Time series analysis
Hang Seng index
Multi-level system
Issue Date: 2010
Publisher: Elsevier Science Bv
Source: Knowledge-based systems, 2010, v. 23, no. 6, p. 626-633 How to cite?
Journal: Knowledge-Based Systems 
Abstract: Nowadays, stock market is becoming a popular investment platform for both institutional and individual Investors The current financial information systems serve to provide latest information. However, they lack sophisticated analytical tools. This paper proposes a new architecture for financial information systems. The developed prototype is entitled as the Multi-level and Interactive Stock Market Investment System (MISMIS). It is specially designed for Investors to build their financial models to forecast stock price and index. The performance of the financial models can be evaluated on a virtual trading platform. There are other features in MISMIS that are tailor-made to handle financial data; these include synchronized time frame, time series prediction techniques, preprocessing and transformation functions, multi-level modeling and interactive user interface. To illustrate the capability of MISMIS, we have evaluated strategies of trading the future options of Hang Seng Index (HSI). We find that historical HSI, Dow Jones Index, property price index, retailing sales figure, prime lending rate, and consumer price index in Hong Kong are essential factors affecting the performance of the trading of HSI's future option. Also there are some feedbacks from the in-depth interviews of six financial consultant upon how they perceived the prototype.
URI: http://hdl.handle.net/10397/15246
ISSN: 0950-7051
DOI: 10.1016/j.knosys.2010.04.009
Appears in Collections:Journal/Magazine Article

Access
View full-text via PolyU eLinks SFX Query
Show full item record

SCOPUSTM   
Citations

23
Last Week
2
Last month
Citations as of Feb 26, 2017

WEB OF SCIENCETM
Citations

18
Last Week
0
Last month
0
Citations as of Aug 4, 2017

Page view(s)

47
Last Week
3
Last month
Checked on Aug 13, 2017

Google ScholarTM

Check

Altmetric



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.