Fig. 1. Artificial neural network structure. Fig. 2. DSS user interface. proposed system also provides an interface for users to manually specify models and parameters to conduct the prediction process. Fig. 2 provides an illustration of the stock index selection user in- terface. Fig. 4. System architecture. Selected simulation return for IXIC. Table 4 Selected simulation return for SPY. Table 2 List of indices. Simulation result for international indices. Table 9 Simulation result for selected sectors. Table 6 Table 7 Simulation result for iShares indices. Table 8 Simulation result for U.S. indices. Table 5 Fig. 5. Trading simulation result over time for IXIC. Fig. 6. Transformation of the original data into denoised data for the SPY ETF. Fig. 7. Simulation trading result for SPY using denoised data. Fig. 8. Simulation trading result for BSESN using denoised data. Simulation result with the denoising approach. Table 11 Simulation result with transaction costs. Simulation result with short selling.
