A Bayesian-adaboost model for stock trading rule discovery

Zhoufan Kong, Jie Yang, Qinghua Huang, Xuelong Li

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

Detecting the trading patterns with different technical indicators from the historical financial data is an efficient way to forecast the trading decisions in the financial market. In most cases, the trading patterns which consist of some specific combinations of technical indicators are significant in predicting the efficient trading decisions. However, discovering those combinations is a rather challenge assignment. In this paper, we propose a novel method to detect the trading patterns and later the Naive bayes with Adaboost method was employed to determine the trading decisions. The proposed method has been implemented on two historical stock datasets, the experimental results demonstrate that the proposed algorithm outperforms the other three algorithms and could provide a worthwhile reference for the financial investments.

源语言英语
主期刊名Proceedings - 2017 10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics, CISP-BMEI 2017
编辑Qingli Li, Lipo Wang, Mei Zhou, Li Sun, Song Qiu, Hongying Liu
出版商Institute of Electrical and Electronics Engineers Inc.
1-6
页数6
ISBN(电子版)9781538619377
DOI
出版状态已出版 - 2 7月 2017
已对外发布
活动10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics, CISP-BMEI 2017 - Shanghai, 中国
期限: 14 10月 201716 10月 2017

出版系列

姓名Proceedings - 2017 10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics, CISP-BMEI 2017
2018-January

会议

会议10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics, CISP-BMEI 2017
国家/地区中国
Shanghai
时期14/10/1716/10/17

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