Enhancing existing stockmarket trading strategies using artificial neural networks: A case study

Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion CynhadleddCyfraniad i Gynhadledd

Fersiynau electronig

Dangosydd eitem ddigidol (DOI)

Developing financially viable stockmarket trading systems is a difficult, yet reasonably well understood process. Once an initial trading system has been built, the desire usually turns to finding ways to improve the system. Typically, this is done by adding and subtracting if-then style rules, which act as filters to the initial buy/sell signal. Each time a new set of rules are added, the system is retested, and, dependant on the effect of the added rules, they may be included into the system. Naturally, this style of data snooping leads to a curve-fitting approach, and the resultant system may not continue to perform well out-of-sample. The authors promote a different approach, using artificial neural networks, and following their previously published methodology, they demonstrate their approach using an existing medium-term trading strategy as an example.
Iaith wreiddiolSaesneg
TeitlNeural Information Processing - 14th International Conference, ICONIP 2007, Revised Selected Papers
Tudalennau478-487
Nifer y tudalennau10
Cyfrol4985 LNCS
ArgraffiadPART 2
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - 2008
Cyhoeddwyd yn allanolIe

Cyfres gyhoeddiadau

EnwLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Gweld graff cysylltiadau