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Developing an Optimal Financial Trading System Using Artificial Intelligent Techniques

تطوير نظام أمثليّ للتداول المالي باستخدام تقنيات الذكاء الصُنعي

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 Publication date 2018
and research's language is العربية
 Created by Shamra Editor




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In this paper, it has merged two techniques of the artificial intelligent, they are the ants colony optimization algorithm and the genetic algorithm, to The recurrent reinforcement learning trading system optimization. The proposed trading system is based on an ant colony optimization algorithm and the genetic algorithm to select an optimal group of technical indicators, and fundamental indicators.


Artificial intelligence review:
Research summary
تتناول هذه الدراسة تطوير نظام تداول مالي باستخدام تقنيات الذكاء الاصطناعي، حيث تم دمج خوارزمية أمثلية مستعمرة النمل (ACO) والخوارزمية الجينية (GA) مع نظام التعلّم المُعزّز العودي (RRL) لتحسين أداء التداول. تم اختبار النظام المقترح باستخدام بيانات سوق دمشق للأوراق المالية، وأظهرت النتائج تحسنًا في أداء التداول من خلال زيادة عدد الشركات ذات نسبة Sharpe الموجبة وتحقيق قيم أفضل لنسبتي Treynor و Jensen. يعتمد النظام على اختيار مجموعة مثالية من المؤشرات الفنية والأساسية لتحسين أداء التداول، مما يعزز الربحية والاستقرار مقارنة بأنظمة التداول السابقة RRL و GA-RRL.
Critical review
دراسة نقدية: تعتبر هذه الدراسة خطوة مهمة نحو تحسين أنظمة التداول المالي باستخدام تقنيات الذكاء الاصطناعي، إلا أن هناك بعض النقاط التي يمكن النظر فيها لتحسين البحث. أولاً، قد يكون من المفيد توسيع نطاق البيانات المستخدمة لتشمل أسواق مالية أخرى لضمان تعميم النتائج. ثانيًا، يمكن النظر في دمج تقنيات ذكاء اصطناعي أخرى مثل خوارزمية النحل أو أسراب الطيور لتحسين اختيار المؤشرات. أخيرًا، يمكن تحسين الدراسة من خلال تحليل تأثير العوامل الاقتصادية والسياسية على أداء النظام المقترح، مما يضيف بعدًا إضافيًا لفهم أداء النظام في ظروف مختلفة.
Questions related to the research
  1. ما هي التقنيات المستخدمة في تطوير نظام التداول المقترح؟

    تم استخدام خوارزمية أمثلية مستعمرة النمل (ACO) والخوارزمية الجينية (GA) مع نظام التعلّم المُعزّز العودي (RRL) لتطوير نظام التداول المقترح.

  2. ما هي البيانات التي تم استخدامها لاختبار النظام المقترح؟

    تم استخدام البيانات اليومية لسوق دمشق للأوراق المالية لاختبار النظام المقترح.

  3. ما هي المؤشرات المستخدمة لتحسين أداء التداول في النظام المقترح؟

    تم استخدام مجموعة من المؤشرات الفنية والأساسية التي تم اختيارها باستخدام خوارزميات ACO و GA لتحسين أداء التداول.

  4. ما هي النتائج الرئيسية التي توصلت إليها الدراسة؟

    أظهرت النتائج تحسنًا في أداء التداول من خلال زيادة عدد الشركات ذات نسبة Sharpe الموجبة وتحقيق قيم أفضل لنسبتي Treynor و Jensen، مما يعزز الربحية والاستقرار مقارنة بأنظمة التداول السابقة.


References used
J. Moody and M. Saffell, “Reinforcement Learning for Trading Systems and Portfolios,” Kdd, pp. 279–283, 1998
G. Molina, “Stock Trading with Recurrent Reinforcement Learning ( RRL ),” Direct
J. Cumming and L. Dickens, “An Investigation into the Use of Reinforcement Learning Techniques within the Algorithmic Trading Domain,” 2015
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