Presentation 2010-11-19
A Heuristic Search Scheme for Trading Systems using Cloud Computing
Shinya EJIMA, Takahiro KOITA,
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Abstract(in English) Recently, system trading which is systematic investment technique to determine selling and buying timing is getting popular. To use the system trading effectively, its trading rule is quite important because the trading rule is an algorithm to determine the timing using market parameters. Investors are trying to find a good trading rule that can be a good indicator to trade stocks. However, finding a good trading rule is difficult, because there are huge amounts of trading rules and huge computation is needed to testify them. In this study, we consider the computation system to find a good trading rule using cloud computing. The design of MapReduce is also discussed to implement it as actual system.
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Keyword(in English) System Trading / Cloud Computing / Hadoop
Paper # MoMuC2010-51
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Committee MoMuC
Conference Date 2010/11/11(1days)
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Registration To Mobile Multimedia Communications(MoMuC)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) A Heuristic Search Scheme for Trading Systems using Cloud Computing
Sub Title (in English)
Keyword(1) System Trading
Keyword(2) Cloud Computing
Keyword(3) Hadoop
1st Author's Name Shinya EJIMA
1st Author's Affiliation Doshisha University Graduate School of Science and Engineering()
2nd Author's Name Takahiro KOITA
2nd Author's Affiliation Doshisha University Graduate School of Science and Engineering
Date 2010-11-19
Paper # MoMuC2010-51
Volume (vol) vol.110
Number (no) 290
Page pp.pp.-
#Pages 5
Date of Issue