Strategy of futures trading mechanism using extended classifier system

被引：0
|
作者：
Cheng, TW [1 ]
Tsai, WC [1 ]
Chen, AP [1 ]
机构：
[1] Natl Chiao Tung Univ, Inst Informat Management, Hsinchu, Taiwan
来源：
2004 2ND INTERNATIONAL IEEE CONFERENCE INTELLIGENT SYSTEMS, VOLS 1 AND 2, PROCEEDINGS | 2004年
关键词：
extended classifier system; futures exchange; futures extended classifier trading mechanism; futures investment;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Nowadays many artificial intelligent trading models divided the process in three separate subprocesses: trading, validation and application, but these models cannot meet the request of today's trading environment. A new online learning algorithm, extended classifier system (XCS) is used in futures extended classifier trading mechanism (FXCTM) to satisfy traders' requirement. This paper verifies that FXCTM provides a very good forecast ability in futures market trading performance. Also, this paper discusses about how the population set of XCS affects the result of the model. Finally, the simulation results show that this model could get an obvious profit from futures market.
引用
收藏
页码：503 / 507
页数：5
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