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- W2380278875 abstract "The time series of stock price are reflected into high dimensional character space,using RAVI and four other technical indicators of tendency,SVM classifier is constructed to assort trends.Furthermore,trade decisions can be chosen responding to different kinds of trends respectively.In order to obtain the Pareto optimal solution between risk and earnings,NSGA-Ⅱ is utilized to optimize parameters of both the MA and the KD strategy.2000~2009 SSE composite index data is used in empirical study,and the profit gained from the trading strategy constructed above is much higher than the counterpart which owns a simple buy and hold investment scenario." @default.
- W2380278875 created "2016-06-24" @default.
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- W2380278875 date "2013-01-01" @default.
- W2380278875 modified "2023-09-23" @default.
- W2380278875 title "Research on trading strategies based multi-artificial intellegence" @default.
- W2380278875 hasPublicationYear "2013" @default.
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