Probabilistic Planning for Multiple Stocks of Financial Markets

A. A. Branquinho, C. R. Lopes, A. Baffa
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引用次数: 3

Abstract

In the financial market the decision on when buying or selling stocks is fundamental in order to achieve profit. There are several techniques that can be used to help investors in order to make a decision. One of those is the employment of technical analysis that consists of chart studies concerning the behaviour of stock prices. In this paper we describe our approach for this problem of decision making, which is cast as a planning problem in the presence of uncertainties. We propose the use of Partially Observable Markov Decision Process (POMDP) for the task of planning the negotiation of stocks on the financial market. The main and desired contribution consist of exploring this type of planning using multiple stocks. The stocks are selected from correlation calculations. The use of multiple stocks provided better results, when compared to other researched strategies.
金融市场中多种股票的概率规划
在金融市场上,决定何时买进或卖出股票是获得利润的根本。有几种技术可以用来帮助投资者做出决定。其中之一是技术分析的使用,包括对股票价格行为的图表研究。在本文中,我们描述了我们的方法来解决这个问题的决策,这是一个规划问题,在不确定性的存在。我们提出使用部分可观察马尔可夫决策过程(POMDP)来规划金融市场上股票的谈判任务。主要和期望的贡献包括探索这种使用多种库存的计划。从相关计算中选择股票。与其他研究策略相比,使用多只股票提供了更好的结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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