Decision support to determine the price trends and industry to invest using directional movement estimation in a stock market | |
| Author | Noi The Nghiep |
| Call Number | AIT RSPR no.IM-12-05 |
| Subject(s) | Stock price forecasting Stock exchanges--Forecasting |
| Note | A research study submitted in partial fulfillment of the requirements for the degree of Master of Engineering in Information Management, School of Engineering of Technology |
| Publisher | Asian Institute of Technology |
| Series Statement | Research studies project report ; no. IM-12-05 |
| Abstract | Ideally, investing in a stock market should bring financial gain to investors. However, not all of investors can gain profit. Many stock investors lose large amounts of money because the price of their stocks dropped. In order to assure that the stock investors can take advantage of fluctuant stock price with lowest risks, they must identify when the price trends of holdings is on the rise. This study builds a DSS to provide a support to determine the price trends of stocks: UPTREND, NOTREND or D OWNTREND. Moreover, this system can identify which industries that investors should consider when they would like investing based on forecasting the price trends of holdings of these industries. From knowledge of stock trend analysis with three indicators (MA, ADX and RSI), and the technical analysis in a stock market, this research combines them to determine the price trends of holdings. For simplicity, it is used Visual Basic in Excel to program software to calculate and estimate. Normally, not all of in vestors can understand how to calculate and estimate the directional movement of price of holdings. Using directional movement estimation, the output of the system will help investors to forecast the price trends and industry for investing in a stock market. |
| Year | 2012 |
| Corresponding Series Added Entry | Asian Institute of Technology. Research studies project report ; no. IM-12-05 |
| Type | Research Study Project Report (RSPR) |
| School | School of Engineering and Technology (SET) |
| Department | Department of Information and Communications Technologies (DICT) |
| Academic Program/FoS | Information Management (IM) |
| Chairperson(s) | Vatcharaporn Esichaikul; |
| Examination Committee(s) | Vilas Wuwongse;Guha, Sumanta; |
| Scholarship Donor(s) | Asian Institute of Technology Fellowship; |
| Degree | Research Studies Project Report (M.Eng.) - Asian Institute of Technology, 2012 |