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

Improving the Accuracy of the Annotation Algorithm in Pattern-Based Tennis Game Video

Azam Bastanfard - Dariush Amirkhani

Identification of autism spectrum disorder based on combined analysis of structural and functional connectivity

Samane Pirmoradian - Farzaneh Shayegh - Jalal Zahabi

ناحیه بندی تصاویر سار به کمک ویژگی های بافت استخراج شده از میدان تصادفی مارکوف گاوسی در سطح ناحیه

نرگس شکوهی - محمد صادق هلفروش - ریحانه غفاری - حبیب اله دانیالی

A Low Phase Noise and High Frequency DLL-Based Clock Multiplier with Enhanced Locking Range

Alireza Toloue Khorasanian - Saeed Saeedi

Object Detection enhancement based on Super-Resolution Mapping

Danial Abyazi - Dadfar Abyazi - Mehran Yazdi

LSTM and Markov-Based Mobility Prediction for Multi-access Edge Computing

Hadi Ghavaminejad - Nasser Yazdani - Golboo Rashidi

A Time-Distributed Convolutional Long Short-Term Memory for Hand Gesture Recognition

Mehdi Fatan Serj - Mersad Asgari - Bahram Lavi - Domenec Puig Valls - Miguel Angel Garcia

Battery Sizing for energy management of islanded Microgrid considering the impact of discharge duration on Lead-Acid Battery effective capacity

Mehrdad Bagheri Sanjareh - Mohammad Hassan Nazari - Narges Sadat Ghiasi - Seyyed Mohammad Sadegh Ghiasi - Seyed Hoseein Hosseinian

A 20W High Gain Power Amplifier

Hamid Taleb-Alhagh-Nia - Reza Rezaei Siahrood - Hamed Sajadinia

Brain Effective Connectivity Comparision in Different States of Familiarity and Desiring Brands Confrontation: a Neuromarketing Study

Mahdi Taghaddossi - Mohammad Hasan Moradi

بیشتر

ثمین همایش، سامانه مدیریت کنفرانس ها و جشنواره ها - نگارش 42.8.0