Intelligent stock trading system by turning point confirming and probabilistic reasoning

By Depei Bao, Zehong Yang. 2008

100 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Signal Processing

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sercan Karaoglu
2. Ugur Arpaci
3. Serkan Ayvaz
4. Tak-Chung Fu
5. Saibal Kar
6. Omer Berat Sezer
7. A. Ozbayoglu
8. M. Ugur Gudelek

In Management Science and Operations Research

1. Sercan Karaoglu
2. Ugur Arpaci
3. Serkan Ayvaz
4. Tak-Chung Fu
5. M. Ugur Gudelek
6. Omer Berat Sezer
7. A. Ozbayoglu

In Signal Processing

1. Sercan Karaoglu
2. Ugur Arpaci
3. Serkan Ayvaz
4. Tak-Chung Fu

Citations in the corpus

• A Deep Learning Approach for Optimization of Systematic Signal Detection in Financial Trading Systems with Big Data (2017, methodology): “The probabilistic models such as Bayesian [1] and other methods [20] have also been explored by some studies.”
• Expert Systems With Applications (unknown): “It is reasonable to assume that since stock price data are affected by deterministic and random factors (Bao & Yang, 2008), stock market forecasting can be successful only with the use of tools and techniques that can overcome the problem of uncertainty, noise and non-linearity of prices (Chang,…”
• Time-series clustering - A decade review (2015, unknown): “Yang [202] a critical point model”
• Predicting the direction of stock market prices using tree-based classifiers (2019, methodology): “Early models used in stock forecasting involved statistical methods such as time series modeling and multivariate analysis (Gencay 1999; Timmermann and Granger 2004; Bao and Yang 2008).”
• A review on time series data mining (2011, background): “point model (CPM) (Bao, 2008) and a high-level representation based on a sequence of critical points (Bao and Yang, 2008) are”
• Intelligent stock trading system based on improved technical analysis and Echo State Network (2011, background): “Its central idea is to look for peaks, bottoms, trends and indicators to estimate the possibility of current trend reversal and then make buy/sell decisions based on technical indicators which are some statistics derived from recent historical data (Bao & Yang, 2008).”