Making strategies to maximize returns has always been the biggest problem almost every investor faces in process of investment. In this paper, we will establish a model analyze internal characteristics gold and bitcoin price data for further prediction, which is great help formulation trading strategy future. Section 2 hope trend bitcoin. At beginning based on ARIMA get relatively good predicti...

According to the usage characteristics of shared resource in Internet Innovation Union (IIU) federated cloud, considering the randomness of the user demand, the supply remaining rate of resource is proposed to avoid failed purchasing caused by the short supply. The spot trading strategy is presented so that users can buy and utilize the idle resource in the market at the current time. Simulatio...

Modern asset pricing theory generally assumes frictionless trading. Under this assumption, an investor would revise his portfolio holdings at every date on which he could trade. However, in models where an investor faces financial market frictions such as transactions costs, the portfolio is optimally rebalanced less frequently. This paper examines the portfolio trading problem for an investor ...

We present a universal algorithm for online trading in Stock Market which performs asymptotically at least as good as any stationary trading strategy that computes the investment at each step using a fixed function of the side information that belongs to a given RKHS (Reproducing Kernel Hilbert Space). Using a universal kernel, we extend this result for any continuous stationary strategy. In th...

In technical analysis, each trading strategy can trigger a buy or sell action whenever the specified conditions are satisfied. When a set of strategies are applied to a particular stock, a trader often receives conflicting recommendations from each strategy. In this paper, we propose a unified data mining approach in which the outcomes of each strategy are taken into consideration for decision ...

uncertainty inherent in the financial market was usually consid- ered to be random. however, randomness is only one special type of uncer- tainty and appropriate when describing objective information. for describing subjective information it is preferred to assume that uncertainty is fuzzy. this paper defines the expected payoof trading strategies in a fuzzy financial market within the framewor...

This paper develops a new performance measurement methodology for algorithmic trading. By adapting capability from the quality control literature, we present new criteria for assessing control, expected tail loss and risk-adjusted performance in a single framework. The multi-scale capability measure we present is more descriptive and more appropriate for algorithmic trading than the traditional...

In this study, we compare the performance of trading strategies based on possibly mis-specified mathematical models with a trading strategy based on a technical trading rule. In both cases, the trader attempts to predict a change in the drift of the stock return occurring at an unknown time.We explicitly compute the trader’s expected logarithmic utility of wealth for the various trading strateg...