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Academic Journal of Computing & Information Science, 2022, 5(3); doi: 10.25236/AJCIS.2022.050306.

Trading Strategies Model Using the Apriori Algorithm and the Neural Network Optimized by the Genetic Algorithm

Author(s)

Ruiyao Yang

Corresponding Author:
Ruiyao Yang
Affiliation(s)

Statistical and Mathematics Institute, Xiamen University of Technology, Xiamen, Fujian, 361024, China

Abstract

A neural network trading strategy optimized based on Apriori and the genetic algorithm is proposed to determine the trading strategies. Using the Apriori algorithm and the Neural Network optimized based on the Genetic Algorithm, we find all the frequent term sets of the fuzzy set and mine the fuzzy association rules from the frequent term set. Enter the price dataset, set minimum support and multiplier; output fuzzy association rule library, and iterate.

Keywords

Fuzzy, Apriori Algorithm, Genetic Algorithm, Neural Network

Cite This Paper

Ruiyao Yang. Trading Strategies Model Using the Apriori Algorithm and the Neural Network Optimized by the Genetic Algorithm. Academic Journal of Computing & Information Science (2022), Vol. 5, Issue 3: 41-44. https://doi.org/10.25236/AJCIS.2022.050306.

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