Abstract:
A novel stock trading system is developed in this paper. The trading system combines particle swarm optimization based clustering method and basic financial rules to disc...Show MoreMetadata
Abstract:
A novel stock trading system is developed in this paper. The trading system combines particle swarm optimization based clustering method and basic financial rules to discover the potential features of high frequency financial data. By analyzing the robustness of PSO based trading system and comparing with the classical buy and hold trading policy, the empirical study gives evidences that the newly proposed trading system can be used as a decision support system for stock investors.
Published in: 2011 IEEE International Conference on Granular Computing
Date of Conference: 08-10 November 2011
Date Added to IEEE Xplore: 05 January 2012
ISBN Information:
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