Browsing by Subject "Expert system"

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    Design and implementation of an object-oriented expert system shell
    (1989) Toroslu, İsmail Hakkı
    Expert systems represent a new opportunity in computing. An expert system is a computing system capable of representing and reasoning about some knowledge-rich domain with a view to solving problems and giving advice. Expert system shells are developed to create expert systems in an easy way. In recent years the object-oriented paradigm has been developed. The objectoriented approach has many advantages such as data abstraction, program modularity, and structural data representation. Therefore, we are developing an expert system shell which stores knowledge and data in object-oriented style. Also, an object-oriented DBMS part of our shell satisfy the needs of several expert systems rec|uiring large base of fcvcts. Such shells can be used to build expert systems by only adding the domain-specific knowledge.
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    ItemOpen Access
    Does short-term technical trading exist in the Vietnamese stock market?
    (Elsevier, 2020-06-17) Nguyenab, D. K.; Şensoy, Ahmet; Vo, D -T; von Mettenheim, H-J
    The Vietnamese stock market provides an interesting and enriching test field for the application of trading expert systems as its economy is opening up, has high growth rate and may offer risk diversification opportunities. This paper examines the question of whether this frontier emerging market offers possibilities for statistical arbitrage through a financial expert system. Based on a sample of the most liquid stocks in the VN30 benchmark index, our results indicate that the index itself and some of its components offer moderate opportunities for statistical arbitrage even after considering transaction costs. It is also found that the purely momentum-based models already work satisfactorily for specific stocks, while the long-short strategies do not work more robustly than the long-only strategies. Overall, our findings hint into the direction of some exploitable inefficiencies, but the magnitude of the tradable volume is such that only comparatively small amounts can be traded.