Summary
the 2014 International Symposium on Nonlinear Theory and its Applications
2014
Session Number:B2L-C
Session:
Number:B2L-C2
Combinatorial Optimization of Financial Technical Indicators Based on Bayesian Network
Haruaki Sakaki, Tomoya Suzuki,
pp.333-336
Publication Date:2014/9/14
Online ISSN:2188-5079
Summary:
In the field of technical analysis, some technical indicators have been proposed to decide investment decisions and their timings, and are often used together to improve the decision-making accuracy. However, there is no specific guideline to select and combine technical indicators, and this selection is one of combinatorial optimization problems. Therefore, we applied the Bayesian network to estimate the causality among technical indicators, and identified the best combination of them. To confirm the validity of our proposed method, we performed some investment simulations based on real stock data, and confirmed to be able to make investments more efficient and safer, simultaneously.