An integrated investment decision-support framework analysing and synthesising multidimensional market dynamics
by Wanli Chen, Longbing Cao, Zhe Qin
International Journal of Intelligent Systems Technologies and Applications (IJISTA), Vol. 4, No. 3/4, 2008

Abstract: In stock markets, the performance of traditional technology-based investment methods is limited because such methods only take into account single-dimensional market dynamics. The paper shows how the integration of multi-dimensional dynamics can improve performance. We propose a novel three-layer integrated framework composed of Analysis, Synthesis, and Investment Decision Support. At the first layer, multi-dimensional market dynamics are identified, in which we emphasise two key aspects that previous studies have neglected: unique trends of stocks, and a two-way reflexivity relationship of investors' decisions and market reactions. At the second layer, multi-dimensional dynamics are synthesized to reflect real and potential market situations. At the third layer, a prototype integrates the functions of first two layers for investment decision support. The framework covers multi-dimensional dynamics, and incorporates the concepts and advantages of traditional investment methods. The framework is promising, and our experimental results indicated that it outperformed market baselines and single-dimensional conventional methods.

Online publication date: Fri, 22-Feb-2008

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