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Market Stock Decisions Based on Morphological Filtering

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Distributed Computing and Artificial Intelligence

Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 79))

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Abstract

In this paper we use a nonlinear processing technique based on mathematical morphology to develop a simple day trading system that automatically decides the timing to commute the marked strategy in terms of sort/long positions. In this short paper we show preliminary results.

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References

  1. Timmons, H.: A London Hedge Fund That Opts for Engineers, Not M.B.A.’s (August 18, 2006)

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  2. Aldridge, I.: High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems. Wiley & Sons, Chichester (2009)

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  3. Serra, J.: Image Analysis and Mathematical Morphology. Academic, New York (1982)

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© 2010 Springer-Verlag Berlin Heidelberg

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Marti-Puig, P., Reig-Bolaño, R., Bajo, J., Rodriguez, S. (2010). Market Stock Decisions Based on Morphological Filtering. In: de Leon F. de Carvalho, A.P., Rodríguez-González, S., De Paz Santana, J.F., Rodríguez, J.M.C. (eds) Distributed Computing and Artificial Intelligence. Advances in Intelligent and Soft Computing, vol 79. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14883-5_56

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  • DOI: https://doi.org/10.1007/978-3-642-14883-5_56

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-14882-8

  • Online ISBN: 978-3-642-14883-5

  • eBook Packages: EngineeringEngineering (R0)

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