Trading strategy design in financial investment through a turning points prediction scheme

@article{Li2009TradingSD,
  title={Trading strategy design in financial investment through a turning points prediction scheme},
  author={Xiuquan Li and Zhidong Deng and Jing Luo},
  journal={Expert Syst. Appl.},
  year={2009},
  volume={36},
  pages={7818-7826}
}
Turning points prediction has long been a tough task in the field of time series analysis due to its strong nonlinearity, and thus has attracted many research efforts. In this study, the turning points prediction (TPP) framework is presented and further employed to develop a novel trading strategy designing approach to financial investment. The TPP framework is a machine learning-based solution incorporating chaotic dynamic analysis and neural network modeling. It works on the ground of a… CONTINUE READING
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