Strategy of futures trading mechanism using extended classifier system

被引：0
|
作者：
Cheng, TW [1 ]
Tsai, WC [1 ]
Chen, AP [1 ]
机构：
[1] Natl Chiao Tung Univ, Inst Informat Management, Hsinchu, Taiwan
来源：
2004 2ND INTERNATIONAL IEEE CONFERENCE INTELLIGENT SYSTEMS, VOLS 1 AND 2, PROCEEDINGS | 2004年
关键词：
extended classifier system; futures exchange; futures extended classifier trading mechanism; futures investment;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Nowadays many artificial intelligent trading models divided the process in three separate subprocesses: trading, validation and application, but these models cannot meet the request of today's trading environment. A new online learning algorithm, extended classifier system (XCS) is used in futures extended classifier trading mechanism (FXCTM) to satisfy traders' requirement. This paper verifies that FXCTM provides a very good forecast ability in futures market trading performance. Also, this paper discusses about how the population set of XCS affects the result of the model. Finally, the simulation results show that this model could get an obvious profit from futures market.
引用
收藏
页码：503 / 507
页数：5
相关论文
共 6 条
  • [1] Motion Planning of a Spherical Robot Using eXtended Classifier Systems
    Esfandyari, M. J.
    Roozegar, M.
    Panahi, M. Shariat
    Mahjoob, M.
    2013 21ST IRANIAN CONFERENCE ON ELECTRICAL ENGINEERING (ICEE), 2013,
  • [2] Association Rule Mining as Knowledge Infusion into the Mechanics of an eXtended Classifier System
    Novak, Damijan
    Verber, Domen
    Fister, Iztok
    Fister, Iztok, Jr.
    28TH INTERNATIONAL CONFERENCE ON INTELLIGENT ENGINEERING SYSTEMS, INES 2024, 2024, : 203 - 208
  • [3] Comparing extended classifier system and genetic programming for financial forecasting: an empirical study
    Mu-Yen Chen
    Kuang-Ku Chen
    Heien-Kun Chiang
    Hwa-Shan Huang
    Mu-Jung Huang
    Soft Computing, 2007, 11 : 1173 - 1183
  • [4] Comparing extended classifier system and genetic programming for financial forecasting: an empirical study
    Chen, Mu-Yen
    Chen, Kuang-Ku
    Chiang, Heien-Kun
    Huang, Hwa-Shan
    Huang, Mu-Jung
    SOFT COMPUTING, 2007, 11 (12) : 1173 - 1183
  • [5] Integrating extended classifier system and knowledge extraction model for financial investment prediction: An empirical study
    Chen, AP
    Chen, MY
    EXPERT SYSTEMS WITH APPLICATIONS, 2006, 31 (01) : 174 - 183
  • [6] Context-aware mobile service adaptation via a Co-evolution eXtended Classifier System in mobile network environments
    Wang, Shangguang
    Zheng, Zibin
    Wu, Zhengping
    Sun, Qibo
    Zou, Hua
    Yang, Fangchun
    MOBILE INFORMATION SYSTEMS, 2014, 10 (02) : 197 - 215
1