کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4765254 1423858 2017 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stock Market Index Data and indicators for Day Trading as a Binary Classification problem
ترجمه فارسی عنوان
شاخص سهام روز بازار سهام به عنوان یک مشکل طبقه بندی دودویی
موضوعات مرتبط
مهندسی و علوم پایه مهندسی شیمی مهندسی شیمی (عمومی)
چکیده انگلیسی

Classification is the attribution of labels to records according to a criterion automatically learned from a training set of labeled records. This task is needed in a huge number of practical applications, and consequently it has been studied intensively and several classification algorithms are available today. In finance, a stock market index is a measurement of value of a section of the stock market. It is often used to describe the aggregate trend of a market. One basic financial issue would be forecasting this trend. Clearly, such a stochastic value is very difficult to predict. However, technical analysis is a security analysis methodology developed to forecast the direction of prices through the study of past market data. Day trading consists in buying and selling financial instruments within the same trading day. In this case, one interesting problem is the automatic individuation of favorable days for trading. We model this problem as a binary classification problem, and we provide datasets containing daily index values, the corresponding values of a selection of technical indicators, and the class label, which is 1 if the subsequent time period is favorable for day trading and 0 otherwise. These datasets can be used to test the behavior of different approaches in solving the day trading problem.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Data in Brief - Volume 10, February 2017, Pages 569-575
نویسندگان
,