Journal articles: 'Technical trading systems'

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Lukac, Louis P., B. Wade Brorsen, and Scott H. Irwin. "Similarity of computer guided technical trading systems." Journal of Futures Markets 8, no. 1 (February 1988): 1–13. http://dx.doi.org/10.1002/fut.3990080102.

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Chenoweth, Tim, Zoran Obradovic, and Sauchi Stephen Lee. "Embedding technical analysis into neural network based trading systems." Applied Artificial Intelligence 10, no. 6 (December 1996): 523–42. http://dx.doi.org/10.1080/088395196118416.

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FLIESS, Michel, and Cédric JOIN. "Towards New Technical Indicators for Trading Systems and Risk Management." IFAC Proceedings Volumes 42, no. 10 (2009): 1435–40. http://dx.doi.org/10.3182/20090706-3-fr-2004.00239.

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Dunis, Christian L., and Jia Miao. "Optimal trading frequency for active asset management: Evidence from technical trading rules." Journal of Asset Management 5, no. 5 (February 2005): 305–26. http://dx.doi.org/10.1057/palgrave.jam.2240149.

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Honarmand, Mohammad Esmaeil, Vahid Hosseinnezhad, Barry Hayes, and Pierluigi Siano. "Local Energy Trading in Future Distribution Systems." Energies 14, no. 11 (May 26, 2021): 3110. http://dx.doi.org/10.3390/en14113110.

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Today, the pace of development of decentralized transactive management systems has increased significantly due to growing renewable energy source technologies and communication infrastructure at the distribution system level. Such bilateral energy transactions have changed the structure of electricity markets and led to the emergence of a local energy market in electricity distribution. While examining this change of attitude, this paper analyzes the effects of local market formation on the performance and performance of distribution companies. Accordingly, the technical requirements in the three areas of operation, network control, and ICT in the new workspace are thoroughly examined. The hardware requirements will be presented in two parts for the end-user and the distribution systems. Then, the proposed local distribution market framework will be introduced, and finally, the conclusion will be presented.

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Th. Vezeris, Dimitrios, Themistoklis S. Kyrgos, and Christos J. Schinas. "Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method. Optimized trading system hedging." Investment Management and Financial Innovations 15, no. 3 (October 1, 2018): 351–69. http://dx.doi.org/10.21511/imfi.15(3).2018.29.

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Modern trading systems are mechanic, run automatically on computers inside trading platforms and decide their position against the market through optimized parameters and algorithmic strategies. These systems now, in most cases, comprise high frequency traders, especially in the Forex market.In this research, a piece of software of an automatic high frequency trading system was developed, based on the technical indicator PIVOT (price level breakthrough). The system made transactions on hourly closing prices with weekly parameters optimization period, using the d-Backtest PS method.Through the search and checking of the results, two findings for optimization of trading strategy were found. These findings with the order they were examined and are presented in this paper are as follows: (1) the simultaneous use of “long and short” positions, with different parameters in a hedging account, acts as a hedging strategy, minimizing losses, in relation to a “long or short” in a non-hedging account for the same time period and (2) there is weak correlation of past backtesting periods between the same systems, if they are configured for “long and short” trades, or for just “long” or for just “short”.

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Pakhrudin, Khairul, Kamalia Azma Kamaruddin, and Fauziah Ahmad. "TRADER HUB SYSTEM DEVELOPMENT USING VAN K THARP EXPECTANCY THEORY TO ANALYSE RETAIL FOREX TRADING SYSTEM PERFORMANCE." MALAYSIAN JOURNAL OF COMPUTING 5, no. 2 (August 3, 2020): 523. http://dx.doi.org/10.24191/mjoc.v5i2.8995.

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With the advance of technology, foreign exchange trading, known as forex or FX trading, has been conducted electronically using the Internet. Forex traders were using technical analysis to project the best price when buying or selling currencies, and by using the technical analysis tools, they have created their own trading system. Forex traders need to make consistent profitability in the long term to sustain in the forex market, therefore a good trading system is vital. In order to evaluate their trading system performance, forex traders can use the backtesting and forward testing methods. However, these two methods took a long time to perform and did not provide the exact benchmark quality of the trading system. This paper describes how Van K Tharp Expectancy Theory was applied in the development of the Trader Hub System (THS) to evaluate forex trading systems quality. By using the system development life cycle (SDLC) methodology, four phases have been undertaken, which were requirements gathering, requirements analysis, system design, and system development. The outcome is a system that can easily evaluate forex trading system performance; thus, it may help retail forex traders in Malaysia to do technical analysis on their foreign exchange pairs.

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Lukac, Louis P., B. Wade Brorsen, and Scott H. Irwin. "A test of futures market disequilibrium using twelve different technical trading systems." Applied Economics 20, no. 5 (May 1988): 623–39. http://dx.doi.org/10.1080/00036848800000113.

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Lukac, Louis P., and B. Wade Brorsen. "The usefulness of historical data in selecting parameters for technical trading systems." Journal of Futures Markets 9, no. 1 (February 1989): 55–65. http://dx.doi.org/10.1002/fut.3990090106.

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Banga, Jasdeep S., and B. Wade Brorsen. "Profitability of alternative methods of combining the signals from technical trading systems." Intelligent Systems in Accounting, Finance and Management 26, no. 1 (January 2019): 32–45. http://dx.doi.org/10.1002/isaf.1442.

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Vezeris, Dimitrios, Themistoklis Kyrgos, Ioannis Karkanis, and Vasiliki Bizergianidou. "Automated trading systems’ evaluation using d-Backtest PS method and WM ranking in financial markets." Investment Management and Financial Innovations 17, no. 2 (June 17, 2020): 198–215. http://dx.doi.org/10.21511/imfi.17(2).2020.16.

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Given the popularity and propagation of automated trading systems in financial markets among institutional and individual traders in recent decades, this work attempts to compare and evaluate such ten systems based on different popular technical indicators in combination – for the first time – with the d-Backtest PS method for parameter selection. The systems use the technical indicators of Moving Averages (MA), Average Directional Index (ADX), Ichimoku Kinko Hyo, Moving Average Convergence/Divergence (MACD), Parabolic Stop and Reverse (SAR), Pivot, Turtle and Bollinger Bands (BB), and are enhanced by Stop Loss Strategies based on the Average True Range (ATR) indicator. Improvements in the speed of the back-testing computations used by the d-Backtest PS method over weekly intervals allowed examining all systems on a 3.5 years trading period for 7 assets in financial markets, namely EUR/USD, GBP/USD, USD/JPY, USD/CHF, XAU/USD, WTI, and BTC/USD. To evaluate the systems more holistically, a weighted metric is introduced and examined, which, apart from profit, takes into account more factors after normalization like the Sharpe Ratio, the Maximum Drawdown and the Expected Payoff, as well as a newly introduced Extended Profit Margin factor. Among the automated systems examined and evaluated using the weighted metric, the Adaptive Double Moving Average (Ad2MA) system stands out, followed by the Adaptive Pivot (AdPivot), and the Adaptive Average Directional Index (AdADX) systems. AcknowledgmentsWe would like to thank Dr. Christos Schinas for his time and invaluable guidance towards the methodology of the weighted metric. We would also like to thank Michalis Foulos for the hardware setup and support and Nektarios Mitakidis for his contribution to the representation of the results.This research has been co-financed by the European Union and Greek national funds through the Operational Program Competitiveness, Entrepreneurship and Innovation, under the call RESEARCH – CREATE – INNOVATE (project code: T1EDK-02342).

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Al-Temeemi, Osamah Abdulmunem, and Anees Mohsin Mohammed. "Structural Systems in local trading centers in Iraq." Association of Arab Universities Journal of Engineering Sciences 26, no. 2 (June 30, 2019): 80–92. http://dx.doi.org/10.33261/jaaru.2019.26.2.011.

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Structural System in trading center is considered a most important of the major components of the building, which significantly influenced in the formulation of mode and language of architecture throughout its development. It is considered the most changing of the building through the proceeding of time because of the rapid changes of the technology. And because of the importance of the trading centers and what they have of qualities that have significant effects on the beauty and attractiveness in general and on its streets in particular. Structural system hasn’t changed much throughout the ages regardless of the difference in design and its function. Therefore, the research problem arose in the form of lack of clarity in previous literature when putting out the structural system in the trading centers. Despite the numerous theses and studies that discussed the trading centers but they were recognized by the obscurity and lack of comprehensiveness when talking about structure aspects. Therefore, the research here emphasized on exploring the nature of the system of services from its technical, material and economic aspects and even the expressional aspects. Considering the influence of services system on the architecture of the trading centers of what it has of features and qualities in the way contributed in the continuity of its motifs through the time. The research has adopted the method of the analytical study for the structural system in trading centers in a comprehensive way aiming to deepen the understanding of the designer for the requirements of the components to achieve a perfect integration.

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Papadamou, Stephanos, and George Stephanides. "Improving technical trading systems by using a new MATLAB-based genetic algorithm procedure." Mathematical and Computer Modelling 46, no. 1-2 (July 2007): 189–97. http://dx.doi.org/10.1016/j.mcm.2006.12.033.

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Heng, Fred Tham Kut, Noor Azlinna Azizan ., and Lau Wee Yeap . "Technical Trading Systems as Crystal Balls in Reducing Risk: The Malaysian Stock Market." International Business Management 6, no. 2 (February 1, 2012): 140–46. http://dx.doi.org/10.3923/ibm.2012.140.146.

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Giribone, Pier Giuseppe, Simone Ligato, and Francesco Penone. "Combining robust dynamic neural networks with traditional technical indicators for generating mechanic trading signals." International Journal of Financial Engineering 05, no. 04 (December 2018): 1850037. http://dx.doi.org/10.1142/s2424786318500378.

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Forecasting assets’ prices is the aim of each trader, although the trading approaches employed may vary a lot. The development of machine learning techniques has brought the opportunity to design mechanic trading systems based on dynamic artificial neural networks. The aim of this paper is to combine traditional technical indicators [such as exponential weighted moving average (EWMA), percentage volume oscillator (PVO) and stochastic indicator — %K and %D] with the nonlinear autoregressive networks (NAR and NARX). The first part of the paper describes how neural networks designed for forecasting time series work, the second one performs a deeper validation of the code and the third one combines the dynamic networks with traditional technical indicators in order to generate reliable mechanic signals. The article ends with a back testing of the trading system performed on Dow Jones Industrial Average and on Nasdaq Composite Indexes.

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Skuratov, Victor, Konstantin Kuzmin, Igor Nelin, and Mikhail Sedankin. "APPLICATION OF A CONVOLUTIONAL NEURAL NETWORK TO CREATE A DETECTOR OF TECHNICAL ANALYSIS FIGURES ON EXCHANGE QUOTES CHARTS." EUREKA: Physics and Engineering 6 (November 30, 2019): 50–56. http://dx.doi.org/10.21303/2461-4262.2019.001055.

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Today, the use of artificial intelligence based on neural networks is the most effective approach to solving image recognition problems. The possibility of using a convolutional neural network to create a pattern detector for technical analysis based on stock chart data has been investigated. The found figures of technical analysis can serve as the basis for making trading decisions in the financial markets. In the conditions of an ever-growing array of various information, the use of visual data reading tools is becoming more and more expedient, as it allows to speed up the process of searching and processing the necessary information for decision-makers. The modeling process, analysis, and results of applying the pattern detector of technical analysis are presented. The general approach to the construction and learning of a convolutional neural network is also described, and the process of preliminary processing of input data is described. Using the created detector allows to automate the search for patterns and improve the accuracy of making trading decisions. After finding the patterns, it becomes possible to obtain additional stock statistics for each type of figure: the context in front of the figures, the percentage of successfully completed figures, volume analysis, etc. These technical solutions can be used as expert and trading systems in the stock market, as well as integrated into existing ones.

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Núñez-Letamendia, Laura. "Fitting the control parameters of a genetic algorithm: An application to technical trading systems design." European Journal of Operational Research 179, no. 3 (June 2007): 847–68. http://dx.doi.org/10.1016/j.ejor.2005.03.067.

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Shaik, Mohammed N., and Walid Abdul-Kader. "Interorganizational Information Systems Adoption in Supply Chains." International Journal of Information Systems and Supply Chain Management 6, no. 1 (January 2013): 24–40. http://dx.doi.org/10.4018/jisscm.2013010102.

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Supply chain management (SCM) enabled by advances in technology, aims to develop a technical infrastructure linking technology and people, in an effort to align the technology with the capabilities of the organization and among its trading partners. This has led to the importance of the interorganizational information system (IOS) which has been increasingly recognized by organizations. There are several IOS types, including B2B electronic commerce (EC), customer-oriented strategic systems, EDI and electronic markets. The factors influencing the adoption of these systems are presented in the literature, but the IOS adoption in supply chains with supply chain context specific antecedents is very limited. To fill the gap in the literature, in this study a comprehensive model is built on the foundations of technology adoption at the organizational levels and by examining the supply chain context specific antecedents behind the motivations of adoption of technology in supply chains. The developed TOESCM research framework considers the TOE (technological-organizational-environmental) framework and SCM context specific antecedents such as information sharing, interorganizational relationships, and collaboration among trading partners to determine the adoption of IOS in supply chains.

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Karn, Arodh Lal, YE Qiang, Rakshha Kumari Karna, and Xiaolin Wang. "News Sentiment Incorporation in Real-Time Trading." Journal of Global Information Management 26, no. 4 (October 2018): 18–35. http://dx.doi.org/10.4018/jgim.2018100102.

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This article describes how machines are the new breed of traders as news sentiment arrivals drive the stock price change. Strategies are the technical approach to search for profit from event-based speculations. This paper revisits these topics in a novel way and first uncovers distinctive characteristics of high frequency trading in Helsinki stock exchange insinuating the impression on positive recovers of event trading. Here is a better prediction by the incorporation of news on returns that proposed event trading strategy has significant effects on Finnish stock. This article contributes to the con temporarily embarked, upgrading form of practical paperwork on the take of news events in high economic science.

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FARMER, J. DOYNE. "A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET." International Journal of Theoretical and Applied Finance 03, no. 03 (July 2000): 425–41. http://dx.doi.org/10.1142/s0219024900000346.

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By developing a simple model for market making, price formation can be studied in a nonequilibrium setting. Commonly used trading strategies, such as value investing based on fundamentals, or technical trading based on past price history, generate characteristic price dynamics, including excess volatility, clustered volatility, and long tails. The long term evolution of capital in the market can be modeled in terms of reinvestment of profits, which when combined with the price formation rule leads to generalized Lotka–Volterra equations, originally developed to model predator-prey systems in ecology. Sensible estimates of the characteristic time for substantial capital reallocations are years to decades, suggesting that the progression toward market efficiency may be rather slow.

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Nardin, Luis G., Tina Balke-Visser, Nirav Ajmeri, Anup K. Kalia, Jaime S. Sichman, and Munindar P. Singh. "Classifying sanctions and designing a conceptual sanctioning process model for socio-technical systems." Knowledge Engineering Review 31, no. 2 (March 2016): 142–66. http://dx.doi.org/10.1017/s0269888916000023.

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AbstractWe understand a socio-technical system (STS) as a cyber-physical system in which two or more autonomous parties interact via or about technical elements, including the parties’ resources and actions. As information technology begins to pervade every corner of human life, STSs are becoming ever more common, and the challenge ofgoverningSTSs is becoming increasingly important. We advocate a normative basis for governance, whereinnormsrepresent the standards of correct behaviour that each party in an STS expects from others. A major benefit of focussing on norms is that they provide a socially realistic view of interaction among autonomous parties that abstracts low-level implementation details. Overlaid on norms is the notion of asanctionas a negative or positive reaction to potentially any violation of or compliance with an expectation. Although norms have been well studied as regards governance for STSs, sanctions have not. Our understanding and usage of norms is inadequate for the purposes of governance unless we incorporate a comprehensive representation of sanctions.We address the aforementioned gap by proposing (i) a sanction typology that reflects the relevant features of sanctions, and (ii) a conceptual sanctioning process model providing a functional structure for sanctioning in STS. We demonstrate our contributions via a motivating scenario from the domain of renewable energy trading.

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Balsara, Nauzer, Jason Chen, and Lin Zheng. "Profiting from a contrarian application of technical trading rules in the US stock market." Journal of Asset Management 10, no. 2 (May 28, 2009): 97–123. http://dx.doi.org/10.1057/jam.2008.44.

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Tam Thanh, Nguyen, Naumann Maik, Truong Cong Nam, and Jossen Andreas. "Techno-Economic Evaluation of Energy Storage Systems Built from EV Batteries – Prospective Revenues in Different Stationary Applications." E3S Web of Conferences 64 (2018): 03003. http://dx.doi.org/10.1051/e3sconf/20186403003.

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Battery energy storage systems (BESSs) are already being deployed for several stationary applications in a technically and economically feasible way. This paper focuses on the revenues of industrial BESSs built from electric vehicle lithiumion batteries with varying states of health. For this analysis, a stationary BESS simulation model is used, that is parameterised with parameters of a 22-kWh automotive battery. The comprehensive model consists of several detailed sub-models, considering battery characteristics, ageing and operating strategies, which allow technical assessment through time series simulation. Therefore, capacity fade and energy losses are considered in this techno-economic evaluation. Potential economically feasible applications of new and second-life batteries, such as photovoltaic home storage, intraday trading and frequency regulation as well as their combined operation are compared. The investigation includes different electricity price scenarios. The combined operation, followed by frequency regulation, is found to have the highest economic viability for the specified electric vehicle battery.

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Wang, Li-Xin. "Dynamical Models of Stock Prices Based on Technical Trading Rules Part I: The Models." IEEE Transactions on Fuzzy Systems 23, no. 4 (August 2015): 787–801. http://dx.doi.org/10.1109/tfuzz.2014.2327994.

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Vezeris, D. Th, C. J. Schinas, and G. Papaschinopoulos. "Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting." Computational Economics 51, no. 4 (December 2, 2016): 761–807. http://dx.doi.org/10.1007/s10614-016-9640-x.

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Yawada, Prince Semba, Mesmin J. Mbyamm Kiki, and Mai Trung Dong. "Spectrum Trading Analyze in the Spectrum Sharing Framework in Cognitive Radio Networks." International Journal of Technology Diffusion 10, no. 1 (January 2019): 1–18. http://dx.doi.org/10.4018/ijtd.2019010101.

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The effective design of a cognitive radio network must take into account economic and technical aspects. This article presents a commercial formulation of the spectrum by the primary operators who decide to sell a part of their spectrum to a group of cognitive users in order to earn money and to promote the efficient use of the spectrum. Three systems of spectrum pricing are compared and suggested, such as the cooperative price based on the optimization of the profits, the market equilibrium, and the competitive prices focused on the competition of Bertrand. The Bertrand model examines the influences of certain parameters of the system such as the quality of the channel based on the Nash equilibrium and the substitutability of the spectrum. The differences in the various aspects of these systems of pricing are presented through the graphs. The authors note through the obtained result that the profit of the primary operator depends not only on the demand quantity of the spectrum but also on the behavior of the primary operators.

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Gligor, Alina, and Sorin-Alecu Huidan. "Considerations on the optimization of natural gas deliveries by using automated control systems." MATEC Web of Conferences 290 (2019): 10004. http://dx.doi.org/10.1051/matecconf/201929010004.

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The current paper aims at optimizing the natural gas deliveries from an underground storage by implementing automated control systems and fiscal measurement systems according to the harmonized European legislation in the area of metrology. In the first part, the authors have carried out an analysis regarding the state of the art at international level with regard to technical solutions for optimizing the deliveries of natural gas by means of a constriction element of a measurement panel. In the following, a software application was created for monitoring the parameters taken from the process gas chromatograph and transferring them to the flow computer by implementing software filters. The novelty element here is that it allows the trading of the nominated natural gas amount in a set period of time.

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Mironov, Timur, Lilia Motaylenko, Dmitry Andreev, Igor Antonov, and Mikhail Aristov. "COMPARISON OF OBJECT-ORIENTED PROGRAMMING AND DATA-ORIENTED DESIGN FOR IMPLEMENTING TRADING STRATEGIES BACKTESTER." ENVIRONMENT. TECHNOLOGIES. RESOURCES. Proceedings of the International Scientific and Practical Conference 2 (June 17, 2021): 124–30. http://dx.doi.org/10.17770/etr2021vol2.6629.

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This research proposes a way to accelerate backtesting of trading strategies using data-oriented design (DOD). The research discusses the differences between DOD and object-oriented approach (OOP), which is the most popular at the current moment. Then, the paper proposes efficient way to parallelize a backtesting using DOD. Finally, this research provides a performance comparison between DOD and OOP backtester implementations on the example of typical technical indicators. The comparison shows that use of DOD can speed up the process of quantitative features calculation up to 33% and allows for parallelization scheme that better utilizes resources in multiprocessor systems.

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Tabak, Benjamin M., and Eduardo J. A. Lima. "Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules." European Journal of Operational Research 194, no. 3 (May 2009): 814–20. http://dx.doi.org/10.1016/j.ejor.2008.01.005.

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Kumar Jaiswal, Jitendra, and Raja Das. "Artificial Neural Network Algorithms based Nonlinear Data Analysis for Forecasting in the Finance Sector." International Journal of Engineering & Technology 7, no. 4.10 (October 2, 2018): 169. http://dx.doi.org/10.14419/ijet.v7i4.10.20829.

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The involvement of big populace in the quantitative trading has been increased remarkably since the wired and wireless systems have become quite ubiquitous in the fields of finance and economics. Statistical, mathematical and technical analysis in parallel with machine learning and artificial intelligence are frequently being applied to perceive prices moving pattern and forecasting. However stock price do not follow any deterministic regulatory function, factor or circumstances rather than many considerations such as economy and finance, political environments, demand and supply, buying and selling tendency, trading and investment, etc. Historical data assist remarkably for prices forecasting as an important option for mathematicians and researchers. In this paper, we have followed backpropagation and radial basis function neural network for predicting future prices by modifying these techniques as per requirements. We have also performed a comparative analysis of the two ANN techniques for existing and our modified models.

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Rodríguez-González, Alejandro, Ángel García-Crespo, Ricardo Colomo-Palacios, Fernando Guldrís Iglesias, and Juan Miguel Gómez-Berbís. "CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator." Expert Systems with Applications 38, no. 9 (September 2011): 11489–500. http://dx.doi.org/10.1016/j.eswa.2011.03.023.

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Trembiński, Marek, and Joanna Stawska. "The Effectiveness of the Transaction Systems on the Dax Index." Finanse i Prawo Finansowe 4, no. 28 (December 31, 2020): 149–74. http://dx.doi.org/10.18778/2391-6478.4.28.09.

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The purpose of the article/hypothesis: The aim of this article is to examine the effectiveness of trading systems built on the basis of technical analysis tools in 2015–2020 on the DAX stock exchange index. Efficiency is understood as generating positive rates of return, taking into account the risk incurred by the investor, as well as achieving better results than passive strategies. Presenting empirical evidence implying the value of technical analysis is a difficult task not only because of a huge number of instruments used on a daily basis, but also due to their almost unlimited possibility to modify parameters and often subjective evaluation.Methodology: The effectiveness of technical analysis tools was tested using selected investment strategies based on oscillators and indicators following the trend. All transactions were carried out on the Meta Trader 4 platform. The analyzed strategies were comprehensively assessed using the portfolio management quality measures, such as the Sharpe measure or the MAR ratio (Managed Account Ratio).Results of the research: The test results confirmed that the application of described investment strategies contributes to the achievement of effective results and, above all, protects the portfolio against a significant loss in the period of strong turmoil on the stock exchange. During the research period, only two strategies (Ichimoku and ETF- Exchange traded fund) would produce negative returns at the worst possible end of the investment. At the best moment, however, the „passive” investment achieved the lowest result. Looking at the final balance at the end of 2019, as many as four systems based on technical analysis were more effective than the „buy and hold” strategy, and at the end of the first quarter of 2020 – all of them. When analyzing the management quality measures, it turned out that taking into account the 21 quarters, the passive strategy had the lowest MAR index. The Sharpe’s measure is also relatively weak compared to the four leading strategies.

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Miladinovic, Radojko. "Development of the stock exchange information system." Yugoslav Journal of Operations Research 16, no. 2 (2006): 265–84. http://dx.doi.org/10.2298/yjor0602265m.

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The stock exchange represents the key institution for the development of capital market of any country. Thus the information system of every stock exchange must satisfy very strict international standards. The development of these systems is particularly difficult in countries in transition, due to intense economic and legal changes, lack of technical and financial resources, lack of experience and knowledge in the area of the capital market business, etc. Therefore the special software project management methodology for their realization must be clearly defined. In the development process of the Belgrade Stock Exchange (BSE) information system a new software project management methodology for its realization has been defined, the application of which is illustrated through a series of different development stages of the Belgrade Stock Exchange information system. In order to make all the problems more comprehensive, only the continuous trading method is described, being the most frequently used trading method in the world.

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Goswami, Chandana. "How Does Internet Stock Trading in India Work?" Vikalpa: The Journal for Decision Makers 28, no. 1 (January 2003): 91–98. http://dx.doi.org/10.1177/0256090920030108.

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Internet trading started in India on 1st April 2000 with 79 members seeking permission to do so. Geojit Securities was the first to go online. On 1st February 2000, the National Stock Exchange (NSE) opened up the internet-based trading system for its members, the first stock exchange in India to do so. However, after two years of trading, only a dozen brokers continue offering online service. The SEBI Committee on Internet-based Securities Trading and Services has allowed the net to be used as an Order Routing System (ORS) through registered stockbrokers on behalf of their clients for execution of transactions. This paper aims at understanding the needs of the customers, comparing it with the offerings of the websites, identifying the gaps, and offering possible solutions for filling up the gaps. It is revealed that: Online traders took buying decisions on their own. A few backed it up by analysts' recommendations. Those who took decisions independently claimed to go through the websites, did fundamental and technical analysis, watched the trends, and then finally made a decision. No one solely followed brokers' recommendations blindly. Well-educated people in their 30s and 40s, who were highly informed and also knew how to tap sources of information, took decisions on their own and did not depend upon the broker. They were self-directed traders. The major perceived benefit of online system was its convenience. The broker's reliability followed by the execution speed was the key to logging on to a website. An analysis of the Indian sites indicated that they were mainly promotional and provisional in nature. Provisional information about stock quotes, database searches, research reports, etc. were provided in the site empowering the user to take independent decisions. Promotional activities in the form of facilities locator, educational forums, web designs, demos, etc. had lured many to visit their sites but whether this had converted into online clients could not be confirmed from the results of this study. Indian websites offered a basic plain package with lot of scope remaining for value addition. Excluding the technical and legal aspects over which the e-finance service providers did not have much control, certain value additions could be done on the existing websites. Moreover, the Indian investors having access to the foreign websites were quite well versed with what was being offered by the American counterparts and hence they were highly demanding customers. The following services could make Indian sites more attractive to customers: Interactive counselling Customer care centre Investment tips Warning systems Extended hours trade Account management Inter-organizational alliances.

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Wang, Li-Xin. "Dynamical Models of Stock Prices Based on Technical Trading Rules---Part II: Analysis of the Model." IEEE Transactions on Fuzzy Systems 23, no. 4 (August 2015): 1127–41. http://dx.doi.org/10.1109/tfuzz.2014.2346244.

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Dandapani, Krishnan. "Electronic finance – recent developments." Managerial Finance 43, no. 5 (May 8, 2017): 614–26. http://dx.doi.org/10.1108/mf-02-2017-0028.

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Purpose The purpose of this paper is to evaluate the impact of the Digital Age on e-finance in five key areas: payment systems, cloud computing in financial services, valuation metrics for multisided platforms, quantum trading, cyber security – costs, benefits and protection. Design/methodology/approach It is an exhaustive review of technical developments and corporate practices in the area of electronic finance. Findings Electronic finance is a dominating force changing business models and systems in financial services. New developments are creating newer valuation metrics, and reinforcing the costs and benefits of security systems. Research limitations/implications This review concludes by pointing out potential areas of advancement in the coming decades and the possible evolution of newer e-finance models based on developments in artificial intelligence (AI) and internet of things (IoT) and its implications for managerial finance. Originality/value This is a review of the impact of electronic finance over the past two decades. Looking back electronic finance has significantly transformed the activities of corporations. Looking forward, financial managers have to watch for two important technical developments of AI and IoT and its potential impact on finance.

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Hossain, Md Sanwar, Abu Jahid, Khondoker Ziaul Islam, Mohammed H. Alsharif, and Md Fayzur Rahman. "Multi-Objective Optimum Design of Hybrid Renewable Energy System for Sustainable Energy Supply to a Green Cellular Networks." Sustainability 12, no. 9 (April 26, 2020): 3536. http://dx.doi.org/10.3390/su12093536.

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A hybrid solar photovoltaic (PV)/biomass generator (BG) energy-trading framework between grid supply and base stations (BSs) is proposed in this article to address the power crisis of the utility grid, to enhance energy self-reliance, and to downsize the cost. The optimal size, technical criteria, energy generation, and different types of costs have been evaluated considering the dynamic behavior of solar radiation, traffic arrival intensity, and average biomass energy potential. Additionally, the wireless network performance in terms of total achievable throughput, spectral efficiency (SE), and energy efficiency (EE) are extensively examined using the MATLAB-based Monte-Carlo simulations taking multipath fading, system bandwidth, transmission power, and inter-cell interference (ICI) into consideration. The numerical results demonstrate that the energy-trading facility can achieve net present cost (NPC) and greenhouse gas saving up to 3.20% and 65.8%, respectively. In the end, the performance of the hybrid solar PV/BG system has been thoroughly compared with the standalone solar PV, hybrid PV/wind turbine (WT), and hybrid PV/diesel generator (DG) systems under on-grid and off-grid configurations for benchmarking.

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Srivastava, Praveen Ranjan, Zuopeng (Justin) Zhang, and Prajwal Eachempati. "Deep Neural Network and Time Series Approach for Finance Systems." Journal of Organizational and End User Computing 33, no. 5 (September 2021): 204–26. http://dx.doi.org/10.4018/joeuc.20210901.oa10.

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The stock market is an aggregation of investor sentiment that affects daily changes in stock prices. Investor sentiment remained a mystery and challenge over time, inviting researchers to comprehend the market trends. The entry of behavioral scientists in and around the 1980s brought in the market trading's human dimensions. Shortly after that, due to the digitization of exchanges, the mix of traders changed as institutional traders started using algorithmic trading (AT) on computers. Nevertheless, the effects of investor sentiment did not disappear and continued to intrigue market researchers. Though market sentiment plays a significant role in timing investment decisions, classical finance models largely ignored the role of investor sentiment in asset pricing. For knowing if the market price is value-driven, the investor would isolate components of irrationality from the price, as reflected in the sentiment. Investor sentiment is an expression of irrational expectations of a stock's risk-return profile that is not justified by available information. In this context, the paper aims to predict the next-day trend in the index prices for the centralized Indian National Stock Exchange (NSE) deploying machine learning algorithms like support vector machine, random forest, gradient boosting, and deep neural networks. The training set is historical NSE closing price data from June 1st, 2013-June 30th, 2020. Additionally, the authors factor technical indicators like moving average (MA), moving average convergence-divergence (MACD), K (%) oscillator and corresponding three days moving average D (%), relative strength indicator (RSI) value, and the LW (R%) indicator for the same period. The predictive power of deep neural networks over other machine learning techniques is established in the paper, demonstrating the future scope of deep learning in multi-parameter time series prediction.

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Kim, Min-Hwi, Deuk-Won Kim, Dong-Won Lee, and Jaehyeok Heo. "Experimental Analysis of Bi-Directional Heat Trading Operation Integrated with Heat Prosumers in Thermal Networks." Energies 14, no. 18 (September 17, 2021): 5881. http://dx.doi.org/10.3390/en14185881.

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District cooling and heating methods that can utilize highly efficient heat pumps and various unused new and renewable types of energy are required to achieve low carbon emissions and zero energy usage in buildings and community units. The technical requirements for the implementation of decentralized thermal networks and heat trading are increasing, both for thermal networks in new buildings and for those remodeled based on existing centralized thermal networks. In this study, a conventional centralized thermal network was implemented as a decentralized thermal network and the possibility of heat prosumers feeding thermal networks was demonstrated experimentally. A real-scale plant was constructed by employing unused thermal energy facilities as prosumers in a school and childcare center based on the existing small-scale block heating and cooling thermal network. The decentralized thermal network and heat prosumer concepts were proven through operation experiments performed on the constructed system in summer and winter. An economic benefit can be achieved by increasing the peak power cost. The experimental results also showed that the proposed bi-directional heat trading reduced carbon emissions by 12.7% compared with conventional centralized thermal systems.

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Syadiah, Lisna, and Danang Harito Wibowo. "Kajian Karakteristik dan Evaluasi Pasca Huni Bangunan Pasar." MARKA (Media Arsitektur dan Kota) : Jurnal Ilmiah Penelitian 3, no. 2 (February 12, 2020): 109–23. http://dx.doi.org/10.33510/marka.2020.3.2.109-123.

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This research examines in detail and academically the characteristics of the Paramount Modern Market, then conducts a post-occupational evaluation on the Paramount Modern Market building comprehensively. The object of study was chosen based on its location in the commercial superblock area, market design evolution, and in Gading Serpong commercial area there was an acceleration of economic growth. This study discusses the analysis of the application of the concept of green city in cluster dwellings in Gading Serpong. The method used in this study is a descriptive qualitative method that is carried out with a case study approach, as well as using inductive post-occupational evaluation techniques. The research found are the characteristics of the spatial, technical, and stylistic systems of the Paramount Market building are already efficient, quite in accordance with established rules, and can support trading activities on the market well and efficiently, and then the post-occupatonal evaluation results state that most of the elements in technical, functional and behavioral approaches are efficient and functioning optimally.

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Shen, Rong-Kuan, Cheng-Ying Yang, Victor R. L. Shen, Wei-Chen Li, and Tzer-Shyong Chen. "A Stock Market Prediction System Based on High-Level Fuzzy Petri Nets." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 26, no. 05 (September 28, 2018): 771–808. http://dx.doi.org/10.1142/s0218488518500356.

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As information technology advances dramatically and the stock market in Taiwan turns out to be active, the management of financial investment has already become very important. To facilitate the rapid development of the stock market, the application of information technology to financial investment becomes a hot issue. In this paper, a support vector regression (SVR) machine for stock prices in Taiwan is adopted to simulate the approximate trading trend by using the daily data sets. Then the learned data model is used to analyze technical indices, to draw a trend diagram, and to make a prediction. Finally, the business behavior of financial investment systems has been modeled by using a high-level fuzzy Petri net (HLFPN) for the purpose of making a decision on appropriate investment. Based on the HLFPN model, the proposed approach provides each investor with relevant information to understand the investment trend. As a result, a practical market stock prediction system is presented to enhance the investment benefits and help investors achieve the desired investment goal.

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Shevchenko, Alisa, Iryna Lysenko, Oksana Hulchak, and Yevheniia Shapenko. "An analysis of the feasibility of introducing «smart» systems in warehouses." Dorogi i mosti 2021, no. 23 (March 25, 2021): 197–204. http://dx.doi.org/10.36100/dorogimosti2021.23.197.

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Introduction.This article discusses the essence of compositions. The concept of automated management system of material and information flows is described. The main components of «smart» composition are identified. Its technological and technical aspects are analyzed. The advantages of the introduction of «smart» warehouse systems in the field of warehousing logistics are investigated.Problem Statement. Every year in Ukraine more than 30 million tons of goods are sold, and if we take into account that on the way the goods undergo up to 15–20 transshipments ― this figure exceeds 300 million tons. The range of goods sold in the service sector reaches 400 thousand items, and taking into account the types and varieties ― more than 1 million. This huge mass of goods before entering the trading floor is accepted, unloaded, assembled, prepared for sale, and so on. Execution of these logistic operations, improvement of all logistic process is impossible without existence of the corresponding warehouse network. To date, warehousing can not remain in this state, it has exhausted the reserves of improving the efficiency of its work. It is necessary to solve the problem of further development of warehousing at a qualitatively new level of organization and technical equipment.Purpose.Analyze the feasibility of implementing systems of smart warehouses to improve the efficiency of the logistics system.Materials and Methods.Much attention is paid to the question of the effective functioning of warehouses by domestic and foreign scientists such as Stoke J. R., Lambert D. M., Oklander M. A., Krykavsky E. V., Nikolaychuk P. V. and others. The lack of research in the field of implementation of smart warehouses and the need to determine the impact of new factors on the logistics process in the warehouse determines the relevance of the article.Results.After analyzing the technological and technical aspects used in «smart» warehouses, their characteristics were given, the advantages and disadvantages were indicated. Active development of information systems, new communications allow to change conditions of interaction of the enterprise with consumers. The modern warehouse complex, which has advanced technologies, allows to solve many problems related to the circulation of inventory.Conclusions. Properly organized warehouse allows you to optimize the costs of the logistics system, and the processes associated with the operation of warehouses, ultimately a significant component of total costs. Therefore, the introduction of a system of «reasonable» composition is appropriate.Keywords:warehouse, smart warehouse, logistics, warehouse management system, internet of things, information service, pick-to-light system, stock.

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Lazdins, Roberts, Anna Mutule, and Diana Zalostiba. "PV Energy Communities—Challenges and Barriers from a Consumer Perspective: A Literature Review." Energies 14, no. 16 (August 10, 2021): 4873. http://dx.doi.org/10.3390/en14164873.

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Renewable energy sources, in particular those based on solar radiation, are growing rapidly and are planned to play an instrumental role in building power systems to reach the 2030 and 2050 energy and climate mitigation objectives. However, new actors have been introduced into the energy field, highlighting the importance of the role of citizens and communities in building such energy systems. To outline the significance of citizens in the development of solar energy communities and to describe the benefits of and barriers to their implementation so far, a comprehensive literature review has been carried out based on 64 thoroughly selected, reliable scientific publications (published within 2015–2021), revealing the latest trends, technologies and research in this field. The research focuses on four consumer interest areas: policy, economic, technical and social, covering the following subsections: policy, trading model, economic assessment, business model, energy management, demand response, modelling tools and consumer adoption. Within each subsection the conducted review seeks to answer the questions related to the further development and implementation of PV energy communities, considering consumer needs and revealing the possible solutions.

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Linkova, Marcela, and Lut Mergaert. "Negotiating change for gender equality: identifying leverages, overcoming barriers." Investigaciones Feministas 12, no. 2 (June 18, 2021): 297–308. http://dx.doi.org/10.5209/infe.72319.

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Introduction. Institutional change through gender equality plans is today the dominant approach to promoting gender equality in higher education and research. Building on our experiences as “technical support partners” in several EU-funded projects, we reflect on how change is negotiated in a variety of contexts. Objectives. Theoretically, using Feminist Institutionalism and the Science and Technology Studies concept of the trading zone, our objective is to analyse institutional negotiations among various, differently positioned actors with diverse backgrounds, value systems and negotiating power. From a practice-oriented perspective, our aim is to demonstrate typical challenges, suggest pathways towards solutions, and identify specific negotiation skills which underscore the capacity-building needs of change agents. Methodology. For our analysis, we have selected eight information-rich case studies through purposive theory-based sampling, illustrating the different transactions in the trading zones, based on our prior knowledge of the circumstances. The methods we draw on are primarily participant observation and textual analysis of project documents. Results. The selected theoretical combination allows us to identify leverages, ways to overcome barriers and the required skills and competences. Specifically, we underscore the use of participatory and co-creation techniques, strategic framing, spotting and using windows of opportunity, and wide mobilisation of stakeholders. We highlight key features of the change process, including its processual and incremental nature, the need for constant negotiation and the capacity-building needs of change agents. Contribution. With this analysis, we contribute, firstly, to the understanding of organisational change by identifying concrete barriers and opportunities as well as considering the ways in which a shared representation of gender equality is developed. The second, theoretical contribution lies in combining Feminist Institutionalism and the concept of the trading zone, which allows us to bring to productive dialogue issues of power, processuality and the need to address both material and discursive enactments of change processes.

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MITSENKO, Nataliia, and Igor MISHCHUK. "DEVELOPMENT OF THE TRADE ENTERPRISE SUBJECTS LOGISTICS SYSTEM AND ITS UTENSIC-CRITERIAL CHARACTERISTICS." JOURNAL OF EUROPEAN ECONOMY, Vol 18, No 1 (2019) (2019): 67–93. http://dx.doi.org/10.35774/jee2019.01.067.

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The main purpose of the publication is the development of theoretical approaches, systematization of the results of analysis and definition of measures for the formation of logistic systems of trade enterpreneurship subjects (trade enterprises), which belong to the small business sector. The peculiarities of formation were identified and the problematic aspects of the modern stage of entrepreneurship development in Ukraine were identified. The existence of the logistic component in the general complex of the conduct of trading activity by the entrepreneurship subjects is determined. The essence and ratio of concepts «system of logistic» and «logistics system» of the enterprise are determined. The objective of the logistics system organization as a complex, economic and technical and technological system covering the logistics system of the enterprise is emphasized), personnel of the management services of the enterprise logistic activity, as well as legal, organizational,managerial and methodical principles of all these elements interaction of the system and its management, formed on the basis of the scientific and theoretical basis (theory) of logistics management. The peculiarities of the functioning of small business entities in Ukraine and the averaged parameters of commodity flows in this sector of economy are investigated, factors of logistic flows organization specificity formation in the retail segment, which influence the requirements for the creation and operation of trade enterprises logistic systems and the choice of approaches to them, are determined. The attention is drawn to the need to consider as the main factor in the formation of the trade complex system of logistic of operational and functional processes of logistics activities, which are carried out by a trading company in order to bring commodity flows to end buyers of goods. The necessity of determining the structure of the logistics system of the trading company is focused on taking into account the resources available from the dealer in order to create opportunities for organizational, economic, technical and technological interaction with other supply chain participants in which the given enterprise is involved, and simultaneously ensuring compliance of the goods sold with the requirements end buyers. The key directions of logistic activity improvement of enterprises of trade – subjects of small (and micro) entrepreneurship, which are connected with technical and technological and infrastructure improvements within the enterprise logistics system, introduction of modern management technologies in the logistics management subsystem and logistics administration, are grounded, as well as the use of outsourcing capabilities of logistics functions and operations and the use of modern communication tools for the radical change of trade technologies , which will be reflected in the requirements for organizing a complex of logistics activities of retailers and, accordingly, logistic systems created by them. The purpose of the research is to develop theoretical approaches, to systematize the results of the analysis of the essential characteristics and the composition of the trade company system of logistics, and to identify the main measures for the formation of the system of logistics of the subjects of trade enterprise (trade enterprises), which belong to the small business sector. Object of research – subjects of trade enterprise – trade enterprises, which belong to the small business sector. The subject of the study is theoretical and methodological principles of logistic activity organization and conceptual approaches to the construction of logistic formations in the conditions of integration processes. In accordance with the goal formulated, the main objectives of the study: • on the basis of analysis of the most common scientific theories to determine mechanisms for managing them; • to identify new approaches for identifying the essence of logistics, the content of logistics activities of trade enterprises and identify the actual problems of their construction; • to formulate a conceptual approach, basic principles and applied principles of organization of logistic formations with the participation of small business entities; • to develop scientific and practical recommendations on the construction of trade enterprises systems of logistics and their development taking into account the integration processes in the field of commodity circulation.

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Bernardes, Diego Guerreiro, and Oswaldo Luiz do Valle Costa. "Carteiras de Black Litterman com Análises Baseadas em Redes Neurais." Learning and Nonlinear Models 18, no. 1 (December 31, 2020): 60–75. http://dx.doi.org/10.21528/lnlm-vol18-no1-art5.

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This paper presents an autonomous portfolio management system. Autonomous investment systems consist of a series of buy and sell rules on financial markets, which can be executed by machines, oriented to maximizing investor gains. The system uses a Neural Network approach for monitoring the market and the Black-Litterman model for portfolio composition. The ten most traded assets from the Bovespa Index are analyzed, with dedicated neural networks, which suggests future return estimates using technical indicators as input. Those estimates are inserted in the Black-Litterman model which proposes daily portfolio composition using long and short positions. The results are compared to a second autonomous trading system without the Black-Litterman approach, referred to as Benchmark. The numerical results show a great performance compared to the Benchmark, especially the risk-return ratio, captured by the Sharpe Index. Such results suggest that the use of Bayesian inference models combined with neural networks may be a good alternative in portfolio management.

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Chihab, Younes, Zineb Bousbaa, Marouane Chihab, Omar Bencharef, and Soumia Ziti. "Algo-Trading Strategy for Intraweek Foreign Exchange Speculation Based on Random Forest and Probit Regression." Applied Computational Intelligence and Soft Computing 2019 (August 27, 2019): 1–13. http://dx.doi.org/10.1155/2019/8342461.

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In the Forex market, the price of the currencies increases and decreases rapidly based on many economic and political factors such as commercial balance, the growth index, the inflation rate, and the employment indicators. Having a good strategy to buy and sell can make a profit from the above changes. A successful strategy in Forex should take into consideration the relation between benefits and risks. In this work, we propose an intraweek foreign exchange speculation strategy for currency markets based on a combination of technical indicators. This system has a two-level decision and is composed of the Probit regression model and rules discovery using Random Forest. There are two minimum requirements for a trading strategy: a rule to enter the market and a rule to exit it. Our proposed system, to enter the currency market, should validate two conditions. First, it should validate Random Forest access rules over the following week while in the second one the predicted value of the next day using Probit should be positive. To exit the currency market just one negative warning from Probit or Random Forest is enough. This system was used to develop dynamic portfolio trading systems. The profitability of the model was examined for USD/(EUR, JYN, BRP) variation within the period from January 2014 to January 2016. The proposed system allows improving the prediction accuracy. This indicates a good prediction of the behavior market and it helps to identify the good times to enter it or to leave it.

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Kennedy, Devin. "The machine in the market: Computers and the infrastructure of price at the New York Stock Exchange, 1965–1975." Social Studies of Science 47, no. 6 (November 16, 2017): 888–917. http://dx.doi.org/10.1177/0306312717739367.

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This article traces the development and expansion of early computer systems for managing and disseminating ‘real-time’ market data at the most influential stock market in the United States, the New York Stock Exchange (NYSE). It follows electronic media at the NYSE over a roughly ten-year period, from the time of the deployment of a computer called the Market Data System (MDS) through debates surrounding the National Market System and the passage of the 1975 Securities Acts Amendments. Building on research at the archives of the NYSE and the Securities and Exchange Commission (SEC), this history emphasizes the regulatory and managerial contexts in which market data became computerized. The SEC viewed market automation as both necessary for the viability of the securities industry and a mechanism for expanding regulatory oversight over the venues of stock trading. Moving from the MDS to later technical projects in the late 1960s and early 1970s, this article charts the changing meaning of electronic governance in a market increasingly conceptualized as a technical object. Adding to recent work in the social studies of finance and financial technologies, this history sites early NYSE computerization programs within managerial efforts to consolidate control over the clerical labor of financial markets, and in contests between regulatory and market institutions. It concludes by exploring the differing forms of electronic governance activated in these efforts to bring computers into the market.

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Ahmed Abdullah Sufyan, Marwan, Mohd Zuhaib, and Mohd Rihan. "An investigation on the application and challenges for wide area monitoring and control in smart grid." Bulletin of Electrical Engineering and Informatics 10, no. 2 (April 1, 2021): 580–87. http://dx.doi.org/10.11591/eei.v10i2.2767.

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The complexity and dynamics of the modern power system are continuously changing due to the penetration of a large number of renewable energy sources and changing load patterns. These growing complexities have caused numerous outages around the world, primarily due to the lack of situational awareness about the grid operating states. Rectification of this problem requires advanced sensing technology to accurately capture the dynamics of the system for better monitoring and control. Measurement of synchrophasors is a potential solution to improve situational awareness in the grid. The synchrophasors technology is now widely accepted throughout the world and has the potential to replace the existing SCADA system in monitoring and control of the power system. Their installation enables efficient resolution to substantially improve transmission system planning, maintenance, operation, and energy trading. This paper reviews the state of the art potential applications that the PMU based WAMC offers to the power system. It also includes technical perspectives, challenges, and future possibilities.

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Chen, Xuhua. "Semantic Matching Efficiency of Supply and Demand Text on Cross-Border E-Commerce Online Technology Trading Platforms." Wireless Communications and Mobile Computing 2021 (May 15, 2021): 1–12. http://dx.doi.org/10.1155/2021/9976774.

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With the innovation of global trade business models, more and more foreign trade companies are transforming and developing in the direction of cross-border e-commerce. However, due to the limitation of platform language processing and analysis technology, foreign trade companies encounter many bottlenecks in the process of transformation and upgrading. From the perspective of the semantic matching efficiency of e-commerce platforms, this paper improves the logical and technical problems of cross-border e-commerce in the operation process and uses semantic matching efficiency as the research object to conduct experiments on the QQP dataset. We propose a graph network text semantic analysis model TextSGN based on semantic dependency analysis for the problem that the existing text semantic matching method does not consider the semantic dependency information between words in the text and requires a large amount of training data. The model first analyzes the semantic dependence of the text and performs word embedding and one-hot encoding on the nodes (single words) and edges (dependencies) in the semantic dependence graph. On this basis, in order to quickly mine semantic dependencies, an SGN network block is proposed. The network block defines the way of information transmission from the structural level to update the nodes and edges in the graph, thereby quickly mining semantics dependent information allows the network to converge faster, train classification models on multiple public datasets, and perform classification tests. The experimental results show that the accuracy rate of TextSGN model in short text classification reaches 95.2%, which is 3.6% higher than the suboptimal classification method; the accuracy rate is 86.16%, the F 1 value is 88.77%, and the result is better than other methods.

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Journal articles on the topic 'Technical trading systems'

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