Strategy modeling and classifier training for share trading
Yain-Whar Si; Weng-Lon Lei; Chi-Chong Chiu
Conference NameInternational Conference on Database Theory and Application/International Conference on Bio-Science and Bio-Technology
Source PublicationDatabase Theory and Application, Bio-Science and Bio-Technology
Volume118 CCIS
Conference DateDEC 13-15, 2010
Conference PlaceJeju Island, SOUTH KOREA

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.

KeywordTechnical Indicators Trading Signals Trading Strategies
URLView the original
Indexed BySCIE
WOS Research AreaBiotechnology & Applied Microbiology ; Computer Science
WOS SubjectBiotechnology & Applied Microbiology ; Computer Science, Information Systems ; Computer Science, Interdisciplinary Applications ; Computer Science, Theory & Methods
WOS IDWOS:000288690600007
Fulltext Access
Citation statistics
Cited Times [WOS]:0   [WOS Record]     [Related Records in WOS]
Document TypeConference paper
AffiliationFaculty of Science and Technology, University of Macau
First Author AffilicationFaculty 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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Yain-Whar Si]'s Articles
[Weng-Lon Lei]'s Articles
[Chi-Chong Chiu]'s Articles
Baidu academic
Similar articles in Baidu academic
[Yain-Whar Si]'s Articles
[Weng-Lon Lei]'s Articles
[Chi-Chong Chiu]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Yain-Whar Si]'s Articles
[Weng-Lon Lei]'s Articles
[Chi-Chong Chiu]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.