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• W1510124424 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." @default.
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• W1510124424 date "2010-01-01" @default.
• W1510124424 modified "2023-10-18" @default.
• W1510124424 title "Strategy Modeling and Classifier Training for Share Trading" @default.
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• W1510124424 doi "https://doi.org/10.1007/978-3-642-17622-7_7" @default.
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