Enhance the Profitability of Technical Analysis – Artificial Neural Network and Logistic Regression
| Autor: | CHAN, SHAN-KAI, 詹昇凱 |
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| Rok vydání: | 2019 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 107 With the previous studies, head and shoulders has been proven is a profitable strategy, but only have around 60% of the profitability in one year. This paper use three method to raise head and shoulders strategy, Logistic Regression, Random Forest, Artificial Neural Networks with 24 factors chosen from previous researches. The result shows that Artificial Neural Networks is best method upon three methods with highest accuracy in average and precision, recall. The factors that affect the success or failed signals is about the risks and returns. This paper also combines the use empirical data to buy and sell. The result shows ANN can choose the most profitable stock from the head and shoulders pattern. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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