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For this paper, we utilize the famous LSTM model and modify it to a model that consists of two layers of Bi-LSTM. Our trading strategy with the model is to trade the stocks with the highest growth rates predicted by the model and the strategy repeat once ...

Recently, the algorithmic trading of financial assets is rapidly developing with the rise of deep learning. In particular, deep reinforcement learning, as a combination of deep learning and reinforcement learning, stands out among many approaches in the ...

The dynamics and complexity of the stock market make it difficult for investors to form a stable and high-yield trading strategy. To meet such challenges, a novel stock trading strategy is proposed to help investors do better decisions in this ...

A binary classifier that tries to predict if the price of an asset will increase or decrease naturally gives rise to a trading strategy that follows the prediction and thus always has a position in the market. Selective classification extends a binary ...

The quality of futures trading strategy is related to the success or failure of futures trading. The advantages and disadvantages of futures trading strategies are often known through investment practice. Once the designed trading strategies have fatal ...

Investment in stock has drawn worldwide attention from individuals and investment companies. There are many common practices of trading strategies. An easy but effective one is the buy and hold strategy strongly advocated by Warren Buffett, where ...

To have more flexible trading strategy portfolio, in this paper, we define a group trading strategy portfolio and then propose an approach to optimize it using the grouping genetic algorithm. In the proposed approach, each chromosome encodes a group ...

Sell-side analysts change their stock recommendations when their valuations differ from the market's. These valuation differences can arise from either differences in earnings estimates or the nonearnings components of valuation methodologies. We find ...

To study the influence of information on the behavior of stock markets, a common strategy in previous studies has been to concatenate the features of various information sources into one compound feature vector, a procedure that makes it more difficult ...

Typical Double Auction (DA) models assume that trading agents are one-way traders. With this limitation, they cannot directly reflect the fact individual traders in financial markets (the most popular application of double auction) choose their trading ...

In this paper, option selling strategy is discussed which is different from traditional equity and commodity trading strategies. Option selling strategies can achieve various non-linear Profit & Loss (P&L) graphs instead of traditional linear P&L graph. ...

We develop and analyse investment strategies relying on hidden Markov model approaches. In particular, we use filtering techniques to aid an investor in his decision to allocate all of his investment fund to either growth or value stocks at a given ...

Monitoring a large-scale wireless sensor networks (WSN) is very difficult, not only because it is large and complex, much of difficulty comes from the lack of visual analysis tools. This paper describes SNDS (Sensor Network Distributed Sniffer),a ...

In this paper we explore the impact of trading taxes (commissions) on day-of-the-week effect in the Lithuanian Stock market. We applied the computational model for processing trading activities only on the particular days of the week. The suggested ...

We study multi-period trading strategies of institutional investors who plan to trade the same security during some finite time horizons. Investors who trade large volumes face a price impact that depends on their trading volumes simultaneously, and is ...

The generator's competition strategy has become a pressing research field since the opening of power market. In real market situation Generators have to deal with capacity allocation among different markets (i.e. day-ahead spot market, contract market ...

In this study, we attempt to model and predict the direction of return on market index of the Taiwan Stock Exchange, one of the fastest growing financial exchanges in developing Asian countries. Our motivation is based on the notion that trading ...