Non-subjective Class Trading Strategy Model Based on Apriori Algorithm
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
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