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Volume 16 / Issue 5

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DOI:   10.3217/jucs-016-05-0852


Detecting Market Trends by Ignoring It, Some Days

Jessie Wenhui Zou (Bioinformatics Solution Inc., Canada)

Xiaotie Deng (City University of Hong Kong, Hong Kong)

Ming Li (II) (University of Waterloo, Canada)

Abstract: The last k days of trading together tell the financial market trends. It may be inconceivable if we are told to ignore the 3rd, 6th, and 8th day, a priori. We introduce a novel approach to show exactly that - it pays to ignore some fixed days among the recent k days, fixed a priori,in order to minimize risk and maximize profit simultaneously. The theory developed here has direct implications to our common senses on how we should look at the financial market trends.

Keywords: market trend prediction, optimal spaced seeds

Categories: F.0, J.0