论文标题
低购买的基于排列的启发式启发式启发式
A Permutation-Based Heuristic for Buy Low, Sell High
论文作者
论文摘要
低购买，卖高是投资中使用的基本经验规则之一，尽管它并不是有益的策略。在本文中，我们展示了一分钟的交易时间序列的适当基于置换的表示（即认知形式），以及使用简单的决策启发式（即认识论游戏）的使用可能会带来重大的好处。使用我们的启发式方法选择七个股票，我们在数据上进行了两个实验。该结果为经验支持提供了可能在投资中使用简单决策模型的可能好处，即使在一分钟的交易中也是如此。
Buy low, sell high is one of the basic rules of thumb used in investment, although it is not considered to be a beneficial strategy. In this paper, we show how the appropriate permutation-based representation (i.e., the epistemic form) of a minute-by-minute trading time-series, alongside the use of a simple decision heuristic (i.e., the epistemic game), may surprisingly result in significant benefits. Using our heuristic for selecting seven stocks, we ran two experiments on the data. The results provide empirical support for the possible benefit of using simple decision models in investment, even in the context of minute-by-minute trading.
