Nasser Heydari Articles List

List of Articles Nasser Heydari

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1 - Designing a Trading Strategy to Buy and Sell the Stock of Companies Listed on the New York Stock Exchange Based on Classification Learning Algorithms
Nasser Heydari Majid Zanjirdar Ali Lalbar
10.22034/amfa.2022.1967149.1796

This research investigated the development of a stock trading strategy for companies on the New York Stock Exchange (NYSE), a prominent global market. Data was acquired from established libraries and the Yahoo Finance database. The model employed technical analysis indi More

This research investigated the development of a stock trading strategy for companies on the New York Stock Exchange (NYSE), a prominent global market. Data was acquired from established libraries and the Yahoo Finance database. The model employed technical analysis indicators and oscillators as input features. Machine learning classification algorithms were used to design trading strategies, and the optimal model was identified based on statistical performance metrics. Accuracy, recall, and F-measure were utilized to evaluate the classification algorithms. Additionally, advanced statistical methods and various software tools were implemented, including Python, Spyder, SPSS, and Excel. The Kruskal-Wallis test was employed to assess the statistical differences between the designed strategies. A sample of 41 actively traded NYSE companies across diverse sectors such as financial services, healthcare, technology, communication services, consumer cyclicals, consumer staples, and energy were chosen using a filter-based approach on June 28th, 2021. The selection criteria included a market capitalization exceeding $200 billion and an average daily trading volume surpassing 1 million shares. Evaluation metrics revealed that the designed random forest trading strategy achieved a good fit with the data and exhibited statistically significant differences from other strategies based on classification learning algorithm. Manuscript profile

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List of Articles Nasser Heydari