High-frequency direction forecasting and simulation trading of the crude oil futures using Ichimoku KinkoHyo and Fuzzy Rough Set

Shangkun Deng,Chongyi Xiao,Yingke Zhu,Jingyuan Peng,Jie Li,Zonghua Liu

Expert Systems with Applications（2023）

引用 5|浏览6

暂无评分

摘要

•Ichimoku KinkoHyo based indicators are utilized for price direction prediction.•An extremely sophisticated trading strategy is designed for simulated trading.•Multi-objective optimization algorithm is used for trading strategy optimization.•The proposed method got excellent results in terms of trading return and risk.

查看译文

关键词

Crude oil futures,Price direction forecasting,Ichimoku KinkoHyo,Multi-objective optimization,Sliding window

AI 理解论文

溯源树

样例

生成溯源树，研究论文发展脉络

Chat Paper

正在生成论文摘要