Abstract

Market traders often buy and sell volatile assets with the goal of maximizing total returns. In order to provide traders with the optimal trading strategy, this paper establishes a trading model based on neural network and Apriori algorithm. Firstly, a neural network model is established according to the given data to predict the price data on the trading day. The Apriori algorithm is then used to obtain the frequent term set, which complements the neural network model to obtain the trading strategy to determine whether to add or close a position and the size of the trade. The model is then further optimized to obtain a stable trading strategy considering the risk and cost of trading.

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