Residential College | false |
Status | 已發表Published |
Strategy modeling and classifier training for share trading | |
Yain-Whar Si; Weng-Lon Lei; Chi-Chong Chiu | |
2010-12-01 | |
Conference Name | International Conference on Database Theory and Application/International Conference on Bio-Science and Bio-Technology |
Source Publication | Database Theory and Application, Bio-Science and Bio-Technology |
Volume | 118 CCIS |
Pages | 56-67 |
Conference Date | DEC 13-15, 2010 |
Conference Place | Jeju Island, SOUTH KOREA |
Abstract | In technical analysis, a trading strategy can trigger either buy or sell signals whenever the specified conditions are satisfied. When a set of strategies are applied to a particular stock, a trader often receives conflicting recommendations from each strategy. In this paper, we propose a unified data mining approach in which the outcomes from all strategies are taken into consideration for decision making. First, we develop a framework for compo- sing complex trading strategies. Next, we show how to perform simulation analysis on constructed strategies using extracted historical prices. The result of the simulation analysis is then used for training classifiers which can be used for recommending stock trading actions. Experiments conducted with the price data from Hong Kong Stock Market show promising results. © 2010 Springer-Verlag. |
Keyword | Technical Indicators Trading Signals Trading Strategies |
DOI | 10.1007/978-3-642-17622-7_7 |
URL | View the original |
Indexed By | EI |
Language | 英語English |
WOS Research Area | Biotechnology & Applied Microbiology ; Computer Science |
WOS Subject | Biotechnology & Applied Microbiology ; Computer Science, Information Systems ; Computer Science, Interdisciplinary Applications ; Computer Science, Theory & Methods |
WOS ID | WOS:000288690600007 |
Scopus ID | 2-s2.0-78650780287 |
Fulltext Access | |
Citation statistics | |
Document Type | Conference paper |
Collection | DEPARTMENT OF COMPUTER AND INFORMATION SCIENCE |
Corresponding Author | Yain-Whar Si |
Affiliation | Faculty of Science and Technology, University of Macau |
First Author Affilication | Faculty of Science and Technology |
Corresponding Author Affilication | Faculty of Science and Technology |
Recommended Citation GB/T 7714 | Yain-Whar Si,Weng-Lon Lei,Chi-Chong Chiu. Strategy modeling and classifier training for share trading[C], 2010, 56-67. |
APA | Yain-Whar Si., Weng-Lon Lei., & Chi-Chong Chiu (2010). Strategy modeling and classifier training for share trading. Database Theory and Application, Bio-Science and Bio-Technology, 118 CCIS, 56-67. |
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