SearcharxivSearch

arXiv · 2202.02107

Implementation of a Type-2 Fuzzy Logic Based Prediction System for the Nigerian Stock Exchange

Abstract

Stock Market can be easily seen as one of the most attractive places for investors, but it is also very complex in terms of making trading decisions. Predicting the market is a risky venture because of the uncertainties and nonlinear nature of the market. Deciding on the right time to trade is key to every successful trader as it can lead to either a huge gain of money or totally a loss in investment that will be recorded as a careless trade. The aim of this research is to develop a prediction system for stock market using Fuzzy Logic Type2 which will handle these uncertainties and complexities of human behaviour in general when it comes to buy, hold or sell decision making in stock trading. The proposed system was developed using VB.NET programming language as frontend and Microsoft SQL Server as backend. A total of four different technical indicators were selected for this research. The selected indicators are the Relative Strength Index, William Average, Moving Average Convergence and Divergence, and Stochastic Oscillator. These indicators serve as input variable to the Fuzzy System. The MACD and SO are deployed as primary indicators, while the RSI and WA are used as secondary indicators. Fibonacci retracement ratio was adopted for the secondary indicators to determine their support and resistance level in terms of making trading decisions. The input variables to the Fuzzy System is fuzzified to Low, Medium, and High using the Triangular and Gaussian Membership Function. The Mamdani Type Fuzzy Inference rules were used for combining the trading rules for each input variable to the fuzzy system. The developed system was tested using sample data collected from ten different companies listed on the Nigerian Stock Exchange for a total of fifty two periods. The dataset collected are Opening, High, Low, and Closing prices of each security.

Explore related subjects

Keep this discovery

BibTeXRIS

Isobo Nelson Davies, Donald Ene, Ibiere Boma Cookey, Godwin Fred Lenu. 2022-02-04. Implementation of a Type-2 Fuzzy Logic Based Prediction System for the Nigerian Stock Exchange. https://arxiv.org/abs/2202.02107

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Decoupling Readiness from Release for Tail-Aware Scheduling of Agentic LLM Workflows

Agentic LLM workflows consist of sequences of model turns interleaved with tool interactions, so their end-to-end completion time depends not only on inference speed but also on when ready turns are released. Most runtimes release each turn immediately upon readiness. Under contention, this eager release policy can accumulate released but unfinished work; once submitted, those turns can no longer be reordered by the workflow-level policy, increasing tail latency. We present a tail-risk-aware turn release scheduling method that jointly decides which ready turn to release next and how much released but unfinished work to maintain. The method uses a mean--Conditional Value-at-Risk (CVaR) objective to capture the evolving tail risk of unfinished workflows, incorporates online estimates of turn work when prioritizing ready turns, and adapts the released work budget to observed queue pressure. We evaluate the method using real agent execution traces from software engineering tasks across multiple LLMs and workflow arrival rates. The method performs comparably to eager release under light load and substantially reduces the P95 of workflow flow time under contention, achieving up to a \(3.50\times\) speedup.

cs.AI

Demystifying the Privacy-Utility Trade-off in LLM Interactions

The integration of Large Language Models into daily tasks relies on context-rich instructions, inevitably exposing sensitive user information. Current privacy-preserving methods typically employ context-agnostic static rules, causing severe utility degradation. However, the specific mechanisms governing how sanitization impacts downstream performance remain largely underexplored. To address this, we conduct a systematic analysis to deconstruct the privacy-utility trade-off, uncovering three underlying mechanisms: (1) Context-Dependent Utility, which first establishes when to sanitize by revealing that data value shifts from critical constraints to dispensable noise based on user intent; (2) Strategic Adaptation, which subsequently determines how to sanitize by dictating that the choice between removal and replacement depends on the task's reliance on factual integrity versus structural coherence; and (3) Combinatorial Interplay, which finally extends the protection scope by demonstrating that attributes form a semantic web of synergistic dependencies or antagonistic redundancies. Guided by these insights, we introduce an intent-driven local protection framework. By distilling a lightweight model Veilmind-4B to drive a dynamic extraction-sanitization-restoration pipeline, our approach reaches a low-leakage privacy point while preserving substantially higher response utility than existing privacy-oriented baselines, advancing the privacy-utility trade-off toward the Pareto frontier.

cs.AI

Defining AI Agents: A Compendium of Criteria, Metrics, and Benchmarks

The term agent in artificial intelligence lacks a standard definition, complicating the evaluation, comparison, and reproducibility of AI agent research. We address this ambiguity through a survey organized around five dimensions of agenticness: environmental interaction, learning and adaptation, autonomy, goal-directed behavior, and temporal coherence. For each dimension, we examine how the underlying capability has been conceptualized across prior work and synthesize the metrics, benchmarks, and evaluation frameworks used to assess it. This review provides a structured account of the current landscape of agent evaluation, highlighting both established approaches and areas where evaluation remains limited or inconsistent. We additionally introduce the Agent Compendium, a public-facing digital resource that organizes and extends the evaluation methods identified through this review. Together, the survey and compendium provide a common structure for evaluating and comparing agent capabilities across AI systems, supporting more reproducible research, clearer communication, and more systematic study of artificial agents.

cs.AI