Decision Support System for Real-Time Trading Based on On-Line Learning and Parallel Computing Techniques

Abstract

A novel intraday algorithmic trading strategy is developed based on various machine learning techniques and paralleled computing architectures in this paper. The proposed binary classification framework can predict the price trends of Taiwan stock index futures after thirty minutes. Traditional learning-based approaches collect all samples during the… (More)
DOI: 10.1109/CCBD.2016.038

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