Performance Evaluation of Systematic Option Trading Strategies Using Entry and Exit Points Predicted by Machine Learning.
Tan Meilisa TansilLeonard P. RusliEka BudiartoPublished in: ICONETSI (2022)
Keyphrases
- trading strategies
- machine learning
- test bed
- stock market
- trading agents
- machine learning algorithms
- data points
- data mining
- financial markets
- general purpose
- artificial intelligence
- learning algorithm
- natural language processing
- text mining
- knowledge acquisition
- knowledge discovery
- expert systems
- information systems
- trading systems
- databases