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- W2907029474 abstract "Stock market prediction and trading has attracted the effort of many researchers in several scientific areas because it is a challenging task due to the high complexity of the market. More investors put their effort to the development of a systematic approach, i.e., the so called “Trading System (TS)” for stocks pricing and trend prediction. The introduction of the Trading On-Line (TOL) has significantly improved the overall number of daily transactions on the stock market with the consequent increasing of the market complexity and liquidity. One of the most main consequence of the TOL is the “automatic trading”, i.e., an ad-hoc algorithmic robot able to automatically analyze a lot of financial data with target to open/close several trading operations in such reduced time for increasing the profitability of the trading system. When the number of such automatic operations increase significantly, the trading approach is known as High Frequency Trading (HFT). In this context, recently, the usage of machine learning has improved the robustness of the trading systems including HFT sector. The authors propose an innovative approach based on usage of ad-hoc machine learning approach, starting from historical data analysis, is able to perform careful stock price prediction. The stock price prediction accuracy is further improved by using adaptive correction based on the hypothesis that stock price formation is regulated by Markov stochastic propriety. The validation results applied to such shares and financial instruments confirms the robustness and effectiveness of the proposed automatic trading algorithm." @default.
- W2907029474 created "2019-01-11" @default.
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- W2907029474 date "2019-01-03" @default.
- W2907029474 modified "2023-09-30" @default.
- W2907029474 title "Advanced Markov-Based Machine Learning Framework for Making Adaptive Trading System" @default.
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- W2907029474 doi "https://doi.org/10.3390/computation7010004" @default.
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