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Academic Journal of Business & Management, 2022, 4(7); doi: 10.25236/AJBM.2022.040710.

Implementing Trading Strategies for Gold and Bchain Based on Neural Networks and Apriori Algorithms

Author(s)

Kairui Liu, Yao Wang, Jifeng Fan

Corresponding Author:
Kairui Liu
Affiliation(s)

School of Science, Shenyang Aerospace University, Shenyang 110136, China

Abstract

Market traders often buy and sell volatile assets with the goal of maximizing total returns. In order to provide traders with the optimal trading strategy, this paper establishes a trading model based on neural network and Apriori algorithm. Firstly, a neural network model is established according to the given data to predict the price data on the trading day. The Apriori algorithm is then used to obtain the frequent term set, which complements the neural network model to obtain the trading strategy to determine whether to add or close a position and the size of the trade. The model is then further optimized to obtain a stable trading strategy considering the risk and cost of trading.

Keywords

Neural network algorithm; Apriori algorithm; Frequent itemset; Trading strategy

Cite This Paper

Kairui Liu, Yao Wang, Jifeng Fan. Implementing Trading Strategies for Gold and Bchain Based on Neural Networks and Apriori Algorithms. Academic Journal of Business & Management (2022) Vol. 4, Issue 7: 63-67. https://doi.org/10.25236/AJBM.2022.040710.

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