The Importance of Labeling and Noise on The Trading Strategy

Akşehir Z. D., Kılıç E.

8th International Conference on Computer Science and Engineering, UBMK 2023, Burdur, Türkiye, 13 - 15 Eylül 2023, ss.23-28 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Doi Numarası: 10.1109/ubmk59864.2023.10286793
  • Basıldığı Şehir: Burdur
  • Basıldığı Ülke: Türkiye
  • Sayfa Sayıları: ss.23-28
  • Anahtar Kelimeler: CEEMDAN, financial time series, labeling, noise, stock
  • Ondokuz Mayıs Üniversitesi Adresli: Evet

Özet

This study proposed an indirectly developed trading strategy based on the labeling methods used in the literature on noiseless financial time series using the C EEMDAN method. This proposed method shows the importance of labeling and noise to increase the profits the stock market investor will obtain from the stock trade. The efficiency of the developed method was tested on AAPL, AMZN, INTC, NVDA, THYAO.IS and GARAN.IS stocks. The results obtained prove the effectiveness of the method.