Name
Title | ||
|---|---|---|
An effective utilization of many neural networks for improving the traditional technical analysis in the stock market |
Abstract | ||
|---|---|---|
In this paper, we propose a new decision support system for dealing stocks which utilizes information regarding the predictions obtained by NNs concerning the occurrence of the "Golden Cross (GC)" and "Dead Cross (DC)", those (also obtained by NNs) concerning the rate of change of the future stock price several weeks ahead, and that (also obtained by NNs) concerning the relative position of the stock price versus "GC" and "DC". Computer simulation results concerning the dealings of the Nikkei-225 for the last 16 years confirm the effectiveness of our approach. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1007/978-3-642-23863-5_37 | KES (2) |
Keywords | Field | DocType |
computer simulation result,golden cross,new decision support system,traditional technical analysis,neural network,relative position,future stock price,dead cross,stock price,stock market,effective utilization | Econometrics,Stock price,Economics,Momentum (technical analysis),Decision support system,Operations research,Stock (geology),Artificial neural network,Stock market,Technical analysis | Conference |
Volume | ISSN | Citations |
6882 | 0302-9743 | 0 |
PageRank | References | Authors |
0.34 | 5 | 6 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Norio Baba | 1 | 134 | 69.58 |
| Kokutan Liu | 2 | 0 | 0.34 |
| Lee Chen Han | 3 | 0 | 0.34 |
| Takao Mitsuda | 4 | 0 | 0.34 |
| Kou Ro | 5 | 0 | 0.34 |
| Kou Ninn | 6 | 0 | 0.34 |