多微网络多时间尺度交易机制设计与交易策略优化

Tong Li, Qian Sun
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引用次数: 0

摘要

针对网格型微网系统中多时间尺度的交易机制和交易策略优化算法,本文建立了多皮网内幕交易价格模型和“报即报价”及日内交易机制,实现了内部交易价格的动态调整,形成了交易计划和市场价格,使多皮网内幕交易更加经济。同时,引入深度神经网络算法对交易策略进行训练和学习,使子微网络能够快速准确地得到自己的最优购销计划。最后通过一个算例验证了所提模型和算法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Multi-micro Network Multi-time Scale Trading Mechanism Design and Trading Strategy Optimization
In view of the grid type micro network system more time scales trading mechanism and trading strategy optimization algorithms, this paper establishes the multiple piconets insider trading price model and “newspaper is quote” and intra-day trading mechanism, realize the dynamic adjustment internal transaction prices, form a trading plan and market price, make more piconets insider trading is more economical. At the same time, the deep neural network algorithm is introduced to train and learn the transaction strategy, so that the sub-micro network can get its own optimal purchase and sale plan quickly and accurately. Finally, an example is given to verify the effectiveness of the proposed model and algorithm.
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