Application of Extreme Value of Nonlinear Regression Function Based on RSI Expert System
This paper defines the waveform function and its corresponding concepts and axioms. The extreme value of stock price function is obtained from 24 known regression functions by using the method of seeking the extreme value, which is proven by the Shanghai stock index rising by 458.43%, 487.83% and 13...
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Veröffentlicht in: | Journal of physics. Conference series 2020-10, Vol.1650 (3), p.32014 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | This paper defines the waveform function and its corresponding concepts and axioms. The extreme value of stock price function is obtained from 24 known regression functions by using the method of seeking the extreme value, which is proven by the Shanghai stock index rising by 458.43%, 487.83% and 133.30% respectively in three different periods. This paper optimizes the expert RSI trading system with the method of mathematical extreme value, and writes the source code of the optimization formula, which provides a graphical and intuitive tool for investors. The average annual return, average winning rate and average net interest rate of waveform increasing function samples are 67.52%, 96.88% and 84.40%, respectively. The average annual return, average winning rate and average net interest rate of waveform decreasing function samples are 22.27%, 83.33% and 26.03%, respectively. |
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ISSN: | 1742-6588 1742-6596 |
DOI: | 10.1088/1742-6596/1650/3/032014 |