Investigation of decision making support in digital trading-Reference-Cited by-同舟云学术

Investigation of decision making support in digital trading

Published:2020-06-16 Issue: Volume: Page:
ISSN:2029-929X
Container-title:11th International Scientific Conference “Business and Management 2020”
language:
Short-container-title:

Author:

Stalovinaitė Ilona¹,Maknickienė Nijolė²,Martinkutė-Kaulienė Raimonda²

Affiliation:

1. Strategic Planning, Quality Management and Analysis Centre, Vilnius Gediminas Technical University, Saulėtekio al. 11, Vilnius, Lithuania

2. Department of Financial Engineering, Faculty of Business Management, Vilnius Gediminas Technical University, Saulėtekio al. 11, Vilnius, Lithuania

Abstract

In order to trade successfully investors are looking for the best method to determine possible directions of the price changes of financial means. The main objective of this paper is to evaluate the results of digital trading using different decision-making techniques. The paper examines deep learning technique known as Long Short – Term Memory (LSTM) neural network and parabolic stop and reverse (SAR) technical indicator as possible means for decision-making support. Based on an investigation of theoretical and practical aspects of digital trading and its support possibilities, investment portfolios in real-time “IQ Option” digital trading platform were created. Short-term results show that investment portfolios created using LSTM neural network performed better compared to the ones that were created using technical analysis. The study contributes to the development of new decision-making algorithms that can be used for forecasting of the results in the financial markets.

Publisher

VGTU Technika

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