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Dash et al., 2016 - Google Patents

A hybrid stock trading framework integrating technical analysis with machine learning techniques

Dash et al., 2016

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Document ID
10101394109190158018
Author
Dash R
Dash P
Publication year
Publication venue
The Journal of Finance and Data Science

External Links

Snippet

In this paper, a novel decision support system using a computational efficient functional link artificial neural network (CEFLANN) and a set of rules is proposed to generate the trading decisions more effectively. Here the problem of stock trading decision prediction is …
Continue reading at www.sciencedirect.com (HTML) (other versions)

Classifications

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    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
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    • G06N3/08—Learning methods
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G06N3/04—Architectures, e.g. interconnection topology
    • G06N3/0472—Architectures, e.g. interconnection topology using probabilistic elements, e.g. p-rams, stochastic processors
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G06N3/06—Physical realisation, i.e. hardware implementation of neural networks, neurons or parts of neurons
    • G—PHYSICS
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    • G06N3/00—Computer systems based on biological models
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    • G—PHYSICS
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    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
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    • G—PHYSICS
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    • G05B—CONTROL OR REGULATING SYSTEMS IN GENERAL; FUNCTIONAL ELEMENTS OF SUCH SYSTEMS; MONITORING OR TESTING ARRANGEMENTS FOR SUCH SYSTEMS OR ELEMENTS
    • G05B13/00—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion
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    • G05B13/04—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric involving the use of models or simulators

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