Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ https://doi.org/10.7...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
https://doi.org/10.70393/6a696...
Article . 2024 . Peer-reviewed
License: CC BY
Data sources: Crossref
addClaim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.

Adaptive Hybrid Optimized LSTM Models: A Novel Computational Framework for Algorithmic Financial Trading System

Authors: Pei-Chiang Su;

Adaptive Hybrid Optimized LSTM Models: A Novel Computational Framework for Algorithmic Financial Trading System

Abstract

In our modern society, with the development of Internet and information system, pre-programing algorithmic trading strategies for online automatic trading has also flourished, especially in the rapidly fluctuating trading market. Using quantitative trading programs that can automatically trade in response to market conditions has attracted the attention of major financial institutions and governments in the financial market. How to use self-adaptive programs to automatically trade in the ever-changing financial market has become a popular research topic for the development and pursuit of all financial markets in recent years. This research proposes an online self-adaptive trading algorithm that can be applied to financial markets such as stock market, currency markets, cryptocurrency markets, futures markets, etc. In the first part of the algorithm, the simplified swarm optimization will be used to optimize the parameters of the newly proposed flexible grid in this research. Then the data will be imported into the artificial neural network model for training in the latter part, helping the trading model automatically select the appropriate parameters for construction flexible grid corresponding to the market conditions. The greatest contribution of the research is to provide a whole new trading algorithm that can adapt to the dynamic trading market, automatically make suitable adjustments to current trading strategy and place real-time orders. The algorithm controlling both profit and risk, which can seem like a balanced trading algorithm that are robust and profitable.

  • BIP!
    Impact byBIP!
    citations
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average