Smart operating system based on technical parameters optimized with firefly algorithm

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
The main goal of investors in the stock market is to get the highest return at the desired time, therefore introducing the most suitable method for conducting transactions is of special importance for investors. Successful trading in financial markets should be done close to key reversal points. In recent years, various systems have been developed to identify these return points. Technical analysis tries to identify the time to enter and exit trades.In this article, we are trying to select the one with a higher success rate by using the technical rules according to the previous researches, and by using soft calculations, the decision parameters in the technical rules are improved using the firefly algorithm.The results of this model are compared with the results of using the standard parameters of the indicators and the results of the purchase and maintenance strategy. In order to validate the introduced trading system, we compared it with the results of the optimized intelligent system based on optics and genetic algorithm. The results of the research show that by optimizing the parameters of technical analysis indicators, the investment efficiency can be increased compared to the usual methods in the stock market and previous researches.
Language:
Persian
Published:
Financial Engineering and Protfolio Management, Volume:14 Issue: 54, 2023
Pages:
228 to 248
https://www.magiran.com/p2572039  
سامانه نویسندگان
  • Zomorodain، Gholam Reza
    Corresponding Author (2)
    Zomorodain, Gholam Reza
    (1392) دکتری مالی، دانشگاه آزاد اسلامی واحد تهران مرکزی
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