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Non-subjective Class Trading Strategy Model Based on Apriori Algorithm

Beining Wu, Feiyi Guo, Bo Bian, Yu Yuan

Abstract


In order to quantify the transactions in investment,this paper establishes a non-subjective transaction strategy model
based on Apriori algorithm.The technical analysis index is blurred through the triangular fuzzy device,designing the fuzzy decision
system with a non-subjective class fuzzy transaction rule library,a product inference machine with Mamdani meaning,and a central
average average fuzzy device.The structural parameters of the system are estimated using a recursive least squares method with
forgetting factors,and a neural network trading strategy optimized based on Apriori and genetic algorithm is proposed.

Keywords


Apriori algorithm; Neural network; Dynamic price equation; Fuzzy decision system

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References


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DOI: http://dx.doi.org/10.18686/ahe.v6i12.5050

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