Innovation Owner
Mr. SIRAWICH PORNPIPATPONG
Student
Details
This project focuses on the study and development of a short-term investment framework via gold trading in the foreign exchange market, utilizing machine learning to forecast pricing trends.
This project focuses on the study and development of a short-term investment framework via gold trading in the foreign exchange market. Machine learning techniques are applied to analyze and forecast pricing trends. Moreover, we develop the system using a stochastic process to determine optimal stop-loss points, with the aim of maximizing expected returns. Additionally, we apply game theory to guide the decision-making process regarding order holding or closure. The system is implemented and tested on the MetaTrader 5 (MT5) platform. This project outlined the clear process that includes:
- Data preparation
- Machine learning model training
- Probabilistic modeling of gold price movements
- Stop-loss strategy formulation
- Strategic decision modeling based on game theory
- Development of an automated trading program
- Backtesting to evaluate system performance
Objective
Develop a short-term investment model using Deep Learning, apply Absorbing Markov Chain for stop-loss optimization, and utilize game theory to enhance decision-making and risk management.
- Develop and evaluate the performance of a short-term investment model using Deep Learning techniques to predict future market price trends by studying historical price data, applying results to set precise take-profit and stop-loss points.
- Study and apply the Absorbing Markov Chain concept to analyze the probability of price movements reaching take-profit or stop-loss levels, helping to set stop-loss points systematically and adaptively.
- Apply game theory and Mixed Strategy to assist in decision-making between closing orders early or waiting for target levels, considering the probability distribution of price movements to increase confidence and reduce investment risk.
- Evaluate the developed model in simulated real-world trading to determine its effectiveness in handling complex and uncertain market conditions.