Non-subjective Class Trading Strategy Model Based on Apriori Algorithm

  • Beining Wu School of Mathematics and Statistics,Anhui Normal University
  • Feiyi Guo School of Mathematics and Statistics,Anhui Normal University
  • Bo Bian School of Mathematics and Statistics,Anhui Normal University
  • Yu Yuan School of Mathematics and Statistics,Anhui Normal University
DOI: https://doi.org/10.18282/l-e.v10i7.2960
Keywords: Apriori algorithm, Neural network, Dynamic price equation, Fuzzy decision system

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.

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Published
2022-06-07
Issue
Vol. 10 No. 7 (2021)
Section
Articles

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