کنفرانس مهندسی برق ایران

صفحه اصلی / سی و سومین کنفرانس بین المللی مهندسی برق

An Integrated Technical Analysis and Machine Learning Trading Model for Noisy and Volatile Financial Markets

نویسندگان :

Arvin Esfandiari¹ Ali Doustmohammadi²

1- دانشگاه صنعتی امیرکبیر(پلی تکنیک تهران) 2- دانشگاه صنعتی امیرکبیر(پلی تکنیک تهران)

کلمات کلیدی :

Financial Markets،xLSTM،RL،MACD Indicator Optimization

چکیده :

Financial markets are notably challenging to predict due to their complex dynamics and low signal-to-noise ratio (SNR). While machine learning methods have been widely explored for financial forecasting, many fail to deliver consistent profitability. This study introduces a novel trading framework that integrates extended long-short-term memory (xLSTM) with a wavelet denoising for improved prediction accuracy. Additionally, a Genetic Algorithm (GA) combined with an Expectation Maximization-Kalman Filter (EM-KF) is employed to optimize the coefficients of the Moving Average Convergence Divergence (MACD) indicator. The predicted outputs and optimized MACD histogram are fed into a Reinforcement Learning (RL) model, which utilizes a Q-table for decision-making. Backtesting on hourly historical trading data for the specific cryptocurrencies demonstrates the robustness of the proposed trading model in terms of profitability.

لیست مقالات

لیست مقالات بایگانی شده

A Novel method for power transmission lines Protection Against the Sub-Synchronous Resonance Using thyristor-based reactive power compensation

Mohammadreza Mousavi Khademi - Mehdi Zareian Jahromi

A Robust Video Steganography using 3D-CNN and Maximum Mean Discrepancy Cost Function

Ali Ghofrani - Rahil Mahdian Toroghi - Hassan Zareian

Evaluation of Different Connectivity Methods for Obsessive Compulsive Disorder Diagnosis

Samandokht Rashidi - Amin Abdipourasl - Fatemeh Jamaloo - Reza Rostami

VGG16-based Feature Fusion For Image Kyepoint Description

Javid Norouzi - Alireza Liaghat - Mohammad Sadegh Helfroush - Habibollah Danyali

اثر پایلوت‌های متعامد بر تخمین کانال مایمو انبوه تقسیم فرکانسی مبتنی بر رگرسیون خطی

سید طالب ساداتی لمردی - کمال محامدپور

Efficient and Fast Analysis of SIW Microwave Devices Using the Multiple Multipole Technique

Ahmad Bakhtafrouz - Mohammad Moemenian - Mohsen Maddahali - Mohsen Karimian Kakolaki

Adaptive Smooth Super Twisting Sliding Mode Control for Parkinson's Tremor Treatment

Reyhaneh Valibeik - ّFatemeh Jahangiri - Mostafa Abedi

An Improved Version of the SIPO Algorithm with Fast Convergence Speed

Amir Soltany Mahboob - Hadi Shahriar Shahhoseini - Mohammad Reza Ostadi Moghaddam - Shima Yousefi

A Design Technique For Linear Desensitized LNAs

Masoumeh Sabzi - Mahmoud Kamarei - Yann Mahe - Tchanguiz Razban-Haghighi

Achieving a Wide Range of Voltage Gain in Three-Phase LLC Resonant Converter Using Hybrid Control of Variable Frequency and Variable Magnetizing Inductor

Saeed Ramezani darvish - Salar Sadeghian - Adib Abrishamifar

بیشتر

ثمین همایش، سامانه مدیریت کنفرانس ها و جشنواره ها - نگارش 42.3.2