A Rough Petri Nets Model for Stock Trading Signal Detection

被引：0

作者：

Shih, Po-Yuan ^{[1
]}

Shih, Dong-Her ^{[2
]}

Hung, Shin-Yuan ^{[3
]}

Shih, Ming-Hung ^{[4
]}

机构：

[1] Natl Chung Cheng Univ, Dept Finance, Chiayi, Taiwan

[2] Natl Yunlin Univ Sci & Technol, Dept Informat Management, Touliu, Yunlin, Taiwan

[3] Natl Chung Cheng Univ, Coll Management, Dept Informat Management, Chiayi, Taiwan

[4] Iowa State Univ, Dept Elect & Elect Engn, Ames, IA 50011 USA

来源：

PROCEEDINGS OF 2016 IEEE INTERNATIONAL CONFERENCE ON CLOUD COMPUTING AND BIG DATA ANALYSIS (ICCCBDA 2016) | 2016年

关键词：

rough Petri nets; stock trading signals; technical indicator analysis; data mining;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Stock trading signal detection is an important approach for investors in financial investment. Most studies focus on the precise price prediction, but trading point detection is more practical than price prediction. This paper proposes a novel approach by using rough Petri nets to discover the trading rules hidden in historical data. Experiment results show that our proposed stock trading signal detection can obtain a considerable return in investment.

引用

页码：135 / 139

页数：5

共 50 条

[11] The Detection and Prevention of Deadlock in Petri Nets
Hu, Wensong
Zhu, Yuyuan
Lei, Jie
2011 INTERNATIONAL CONFERENCE ON PHYSICS SCIENCE AND TECHNOLOGY (ICPST), 2011, 22 : 656 - 659
[12] Modeling traffic signal control using Petri nets
List, GF
Cetin, M
IEEE TRANSACTIONS ON INTELLIGENT TRANSPORTATION SYSTEMS, 2004, 5 (03) : 177 - 187
[13] State Estimation for Time Signal Interpreted Petri Nets
Koehler, Andreas
Zhang, Ping
IFAC PAPERSONLINE, 2024, 58 (01): : 294 - 299
[14] Fault model identification with Petri nets
Cabasino, Maria Paola
Giua, Alessandro
Hadjicostis, Christoforos N.
Seatzu, Carla
WODES' 08: PROCEEDINGS OF THE 9TH INTERNATIONAL WORKSHOP ON DISCRETE EVENT SYSTEMS, 2008, : 455 - +
[15] Model checking Petri nets with MSVL
Shi, Ya
Tian, Cong
Duan, Zhenhua
Zhou, Mengchu
INFORMATION SCIENCES, 2016, 363 : 274 - 291
[16] Petri Nets Model for Service Engineering
Liu, Chuanxi
2009 IEEE INTERNATIONAL CONFERENCE ON AUTOMATION AND LOGISTICS ( ICAL 2009), VOLS 1-3, 2009, : 632 - 637
[17] MODEL CHECKING OF PERSISTENT PETRI NETS
BEST, E
ESPARZA, J
LECTURE NOTES IN COMPUTER SCIENCE, 1992, 626 : 35 - 52
[18] A Petri Nets Model for Blockchain Analysis
Pinna, Andrea
Tonelli, Roberto
Orru, Matteo
Marchesi, Michele
COMPUTER JOURNAL, 2018, 61 (09): : 1374 - 1388
[19] A compositional model of time Petri nets
Koutny, M
APPLICATION AND THEORY OF PETRI NETS 2000, PROCEEDINGS, 2000, 1825 : 303 - 322
[20] A CTL* Model Checker for Petri Nets
Amparore, Elvio Gilberto
Donatelli, Susanna
Galla, Francesco
APPLICATION AND THEORY OF PETRI NETS AND CONCURRENCY (PETRI NETS 2020), 2020, 12152 : 403 - 413

← 1 2 3 4 5 →