NDLI: Traders' Behavior Effect on Stock Price Evolution

Content Provider	IEEE Xplore Digital Library
Author	Tirea, M.
Copyright Year	2013
Description	Author affiliation: Comput. Sci. Dept., West Univ. of Timisoara, Timisoara, Romania (Tirea, M.)
Abstract	Traders behavior can influence the evolution of thestock price movement due to their ability to use the information of some internal and external factors to place an order on the market. The goal of this paper is to create an expert system that simulates the behavior and the reaction of informed and noise traders in order to better understand the effect of the traders and how we can minimize the effect of noise traders on the market.We proposed an expert system that uses rule based techniques in order to describe the behavior of informed and noise traders to any kind of news, historical data and the external information.The system makes a correlation between the traders behavioron a given moment and the information that is known at thatparticular moment. It also describes the type of traders and how they usually act on the market. It is important to know that a trader can learn on the market and can change their status and their behavior. We developed a prototype in order to simulate the movement and evolution of traders behavior on the market and also to classify and quantify the effect of traders behavior on the stock price movement.
Starting Page	273
Ending Page	280
File Size	545945
Page Count	8
File Format	PDF
ISBN	9781479930357
e-ISBN	9781479930364
DOI	10.1109/SYNASC.2013.43
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2013-09-23
Publisher Place	Romania
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Informed Traders Behavior Finance Noise Expert Systems Psychology Noisy Traders Companies Sentiment Analysis Expert systems Stock Price Movement Portfolios Investment
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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