JSAI2018

Presentation information

Oral presentation

General Session » [General Session] 13. AI Application

[2J2] [General Session] 13. AI Application

Wed. Jun 6, 2018 1:20 PM - 2:40 PM Room J (2F Royal Garden B)

座長:水田 孝信( スパークス・アセット・マネジメント株式会社)

2:20 PM - 2:40 PM

[2J2-04] Construction of Strategy using Binary Decision Diagram in Stock Investment using Technical Indicators

〇Ohki Kato1, Hazime Anada1 (1. Tokyo City University)

Keywords:Genetic Programming, Technical Analysis, Tree Structure

In recent year, many researchers pay attention to stock trading using technical analysis. In the investment using technical analysis, we predict future price movements from patterns of past price movements and trade by using technical indicators to judge turning point and trends of the market. However, it is necessary to have expert knowledge and there is a problem that it is difficult to make a profit. Therefore, we construct investment strategy that can make a good profit using technical indicators.