PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
2015 | 6 | nr 4 | 87--93
Tytuł artykułu

Process of Market Strategy Optimization Using Distributed Computing Systems

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
If market repeatability is assumed, it is possible with some real probability to deduct short term market changes by making some calculations. The algorithm, based on logical and statistically reasonable scheme to make decisions about opening or closing position on a market, is called an automated strategy. Due to market volatility, all parameters are changing from time to time, so there is need to constantly optimize them. This article describes a team organization process when researching market strategies. Individual team members are merged into small groups, according to their responsibilities. The team members perform data processing tasks through a cascade organization, providing solutions to speed up work related to the use of remote computing resources. They also work out how to store results in a suitable way, according to the type of task, and facilitate the publication of a large amount of results. (original abstract)
Rocznik
Tom
6
Numer
Strony
87--93
Opis fizyczny
Twórcy
  • West Pomeranian University of Technology in Szczecin, Poland
autor
  • West Pomeranian University of Technology in Szczecin, Poland
  • West Pomeranian University of Technology in Szczecin, Poland
Bibliografia
  • [1] Krutsinger J., Secrets of the Masters, Mc Graw-Hill, 1997.
  • [2] Elder A., Come into My Trading Room: A Complete Guide to Trading, New York, Wiley, 2002.
  • [3] Schwager J., Analiza techniczna rynków terminowych, Warszawa, WIG-Press, 2002.
  • [4] Piper J., The Way to Trade: Discover Your Successful Trading Personality, Harriman Modern Classic, 2006.
  • [5] Wiliński A., Nyczaj T., Bera A., Błaszyński P., A study on the effectiveness of investment strategy based on the concept of pivot points levels using Matthews criterion, in Journal of Theoretical and Applied Computer Science, 7, 4, 42-55, 2013.
  • [6] Friesen G., Weller P., Dunham L., Price trends and patterns in technical analysis: A theoretical and empirical examination, Journal of Banking & Finance, 33, 6, 1089-1100, 2009.
  • [7] Brock W., Lakonishok J., Lebaron B., Simple technical trading rules and stochastic properties of stock returns, Journal of Finance, 47, 1731-1764, 1992.
  • [8] Muriel A., Short-term predictions in forex trading, Physica A: Statistical Mechanics and its Applications, 344, 190-193, 2004.
  • [9] Wiliński A., Predictions Models of Financial Markets Based on Multiregression Algorithms, Proceedings of the International Workshop on Intelligent Information Systems, Chisinau: Institute of Mathematics and Computer Science, 2011.
  • [10] Han. J., Chen H., Xin D., Yan X., Frequent pattern mining: current status and future directions, Data Min. Knowl. Discov, 15, 1, 55- 86, 2007.
  • [11] Kriegel H.-P., Borgwardt K.M., Kroger P., Pryakhin A., Schubert M., Zimek A., Future trends in data mining, Data Min. Knowl. Discov, 15, 1, 87-97, 2007.
  • [12] Liu H., Wu X., Zhang S., A new supervised feature selection method for pattern classification, Comput. Intell., 30, 2, 342-361, 2014.
  • [13] Tian G., Wan G., Guo M., Market Efficiency and the Returns to Simple Technical Trading Rules: New Evidence from U.S. Equity Market and Chinese Equity Markets, Asia-Pacific Financial Markets, 9, 3-4, 241-258, 2002.
  • [14] Cooper M., Filter rules based on price and volume in individual security overreaction, Review of Financial Studies, 12, 4, 901-935, 1999.
  • [15] Tian X., Optimization of Intraday Trading Strategy Based on ACD Rules and Pivot Point System in Chinese Market, Journal of Intelligent Learning Systems and Application, 4, 4, 279-284, 2012.
  • [16] Hirabayashi A., Aranha C., Iba H., Optimization of the trading rule in foreign exchange using genetic algorithm,, Proceedings of the 11th Annual conference on Genetic and evolutionary computation, pp. 1529-1536, 2009.
  • [17] Blackledge J., Murphy K., Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis, InfoSys 2011: The Third International Conference on Resource Intensive Applications and Services, pp. 1-9, 2011.
  • [18] Wang F., Dong K., Deng X., Algorithmic trading system: design and applications, Frontiers of Computer Science in China, 3, 2, 235- 246, 2009.
  • [19] Gencay R., Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules, Journal of International Economics, 47, 1, 91-107, 1999.
  • [20] Stabryła A., Analiza i projektowanie systemów zarządzania przedsiębiorstwem, mfiles.pl, Encyklopedia Zarządzania, 2010.
  • [21] Klęsk P., Wiliński A., Market Trajectory Recognition and Trajectory Prediction Using Markov Models, Artificial Intelligence and Soft Computing, 6113, 405-413, 2010.
  • [22] Wiliński A., Bera A., Nowicki W., Błaszyński P., Study on the Effectiveness of the Investment Strategy Based on a Classifier with Rules Adapted by Machine Learning, ISRN Artificial Intelligence, vol. 2014, 2014.
  • [23] The MATHWORKS, Inc. (1984-2012), MATLAB Documentation, version R2012B.
  • [24] Quarteroni A., Saleri F., Scientific Computing with MATLAB, vol. 2, 2004.
  • [25] Gorton I., Mptwani S., Towards A Methodology for 24 Hour Software Production Using Globally Separated Development Teams, Software Quality and Productivity, pp. 50-55, 1995.
  • [26] Dong H., Yan H.-S., A study on an organization pattern of product development team, The International Journal of Advanced Manufacturing Technology, 28, 11-12, 1261-1267, 2005.
  • [27] Ponciano L., Brasileiro F., Andrade N., Sampaio L., Considering human aspects on strategies for designing and managing distributed human computation, Journal of Internet Services and Applications, 2014.
  • [28] Gustafson J., Reevaluating Amdahl 's Law, Communications of the ACM, vol. 31, 1988.
  • [29] Jureczko M., Magott J., QualitySpy: a framework for monitoring software development processes, Journal of Theoretical and Applied Computer Science, 6, 1, 35-45, 2012.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171399695

Zgłoszenie zostało wysłane

Zgłoszenie zostało wysłane

Musisz być zalogowany aby pisać komentarze.
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.