I. INTRODUCTION THERE are two major approaches to the analysis of stock market price prediction: Fundamental and technical analyses. Fundamental analysis is the approach of studying the overall economy, industry, financial conditions and manage- mentof companiestomeasurethe intrinsic valueof aparticular security (please refer to [1] for a classical guide to fundamental analysis).Thisapproachusesrevenues,earnings,futuregrowth, return on equity, profit margins, and other data to determine a company’s underlying value and the potential for future growth of its security. Technical analysis, on the other hand, does not attempt to measure a security’s intrinsic value. This approach evaluates securities by analyzing statistics generated by market activity, such as past prices and volume (please refer to [2] for a modern guide to technical analysis). The pioneering technical analysistechniqueisattributedtoC.Dowbackinthelate1800s [3]. The efficient market hypothesis (EMH) [4] is generall