need a good prediction algorithm

[student_learner]

i am trying to make an application which would predict the value of investments such as shares based on the past values, and help the user to choose the better option.
want some suggestions on the fuzzy algorithms that i can use in my project.

it would be a form based application and coding would be done in C#.

[ddanbe]

Search for fuzzy logic in C# on the web.
Example: http://www.codeproject.com/Articles/4667/Fuzzy-Logic-Dot-Net

[skatamatic]

An easy(ish) way would be to curve fit x number of points and then extrapolate using this function. This is, however, by no means a professional investment banking approach. They use all kinds of prediction methods (cost risk analysis, trending, etc). But software developers get paid very well in this industry to keep their mouths shut about the algorithms they use :( . Not everything is open source, unfortunately.

[ddanbe]

Perhaps they keep their mouths shut, because they program it with just curve fit and extrapolation!

[skatamatic]

Perhaps they keep their mouths shut, because they program it with just curve fit and extrapolation!

That might explain the state of our economy ;)