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A Stock Trading Expert System Established by the CNN-GA-Based Collaborative System

A Stock Trading Expert System Established by the CNN-GA-Based Collaborative System

Jimmy Ming-Tai Wu, Lingyun Sun, Gautam Srivastava, Vicente Garcia Diaz, Jerry Chun-Wei Lin
Copyright: © 2022 |Volume: 18 |Issue: 1 |Pages: 19
ISSN: 1548-3924|EISSN: 1548-3932|EISBN13: 9781799893684|DOI: 10.4018/IJDWM.309957
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MLA

Wu, Jimmy Ming-Tai, et al. "A Stock Trading Expert System Established by the CNN-GA-Based Collaborative System." IJDWM vol.18, no.1 2022: pp.1-19. http://doi.org/10.4018/IJDWM.309957

APA

Wu, J. M., Sun, L., Srivastava, G., Diaz, V. G., & Lin, J. C. (2022). A Stock Trading Expert System Established by the CNN-GA-Based Collaborative System. International Journal of Data Warehousing and Mining (IJDWM), 18(1), 1-19. http://doi.org/10.4018/IJDWM.309957

Chicago

Wu, Jimmy Ming-Tai, et al. "A Stock Trading Expert System Established by the CNN-GA-Based Collaborative System," International Journal of Data Warehousing and Mining (IJDWM) 18, no.1: 1-19. http://doi.org/10.4018/IJDWM.309957

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Abstract

This article uses a new convolutional neural network framework, which has good performance for time series feature extraction and stock price prediction. This method is called the stock sequence array convolutional neural network, or SSACNN for short. SSACNN collects data on leading indicators including historical prices and their futures and options, and uses arrays as the input map of the CNN framework. In the financial market, every number has its logic behind it. Leading indicators such as futures and options can reflect changes in many markets, such as the industry's prosperity. Adding the data set of leading indicators can predict the trend of stock prices well. This study takes the stock markets of the United States and Taiwan as the research objects and uses historical data, futures, and options as data sets to predict the stock prices of these two markets, and then uses genetic algorithms to find trading signals, so as to get a stock trading system. The experimental results show that the stock trading system proposed in this research can help investors obtain certain returns.