Non-subjective Class Trading Strategy Model Based on Apriori Algorithm

Beining Wu; Feiyi Guo; Bo Bian; Yu Yuan

doi:10.18282/l-e.v10i7.2960

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

Article ID: 2960

72 Views

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.

References

[1] Jin Xiu,Li He Research on portfolio problem considering investorsâ€™heterogeneous beliefs and target priority[J]Operations research and management,2022,31(01):183-189.

[2] Yao Haixiang,Li Junwei,Xia Shenghao,Chen Shumin Fuzzy trading decision based on Apriori algorithm and neural network[J]Systems Science and mathematics,2021,41(10):2868-2891.

[3] Wang Peng,Wang Yuhong Feature selection algorithm for minimizing decision cost based on improved fuzzy decision rough set[J]Computer application and software,2021,38(01):284-292+296.

[4] Wu haozhong Research on intelligent accounting based on Apriori and AOI combined algorithm[J]Friends of accounting,2021(24):123-130.

[5] Yang Xingyu,Chen Sidou,Liu Weilong,Zhang Yong Fuzzy multi-objective portfolio strategy considering realistic factors[J]Fuzzy systems and mathematics,2021,35(02):76-84.