2018
DOI: 10.20944/preprints201810.0660.v1
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Pattern Matching Trading System Based on the Dynamic Time Warping Algorithm

Abstract: The futures market plays a significant role in hedging and speculating by investors. Although various models and instruments are developed for real-time trading, it is difficult to realize profit by processing and trading a vast amount of real-time data. This study proposes a real-time index futures trading strategy that uses the pattern of KOSPI 200 index futures time series data. We construct a pattern matching trading system (PMTS) based on a dynamic time warping algorithm that recognizes patterns of market… Show more

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Cited by 10 publications
(3 citation statements)
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“…Speech recognition systems are based on the principles of recognition of recognition forms. The methods and algorithms that have been used so far can be divided into the following large classes [[6]- [7]]:…”
Section: Stage Of Classification Of Featuresmentioning
confidence: 99%
“…Speech recognition systems are based on the principles of recognition of recognition forms. The methods and algorithms that have been used so far can be divided into the following large classes [[6]- [7]]:…”
Section: Stage Of Classification Of Featuresmentioning
confidence: 99%
“…У [14] Мейзі Лі, Янг Ксіан та ін. опублікували результати синтетичної оцінки різних алгоритмів машинного навчання, що ґрунтувалися на щоденних спостереженнях показників торгівлі акціями:…”
Section: рисунок 2 -фрагмент тренду з характерними поворотними точкамиunclassified
“…This algorithm eliminates the mismatch between the x and y axes based on the transformation, this can be done when one point in a given time series depends on several points in another time series [10]. Another difficulty in implementing this algorithm is the difficulty of aligning these two lines when the corresponding points of the series are located above or below each other [11].…”
Section: Introductionmentioning
confidence: 99%