Name
Title | ||
|---|---|---|
CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator |
Abstract | ||
|---|---|---|
Stock price predictions have been a field of study from several points of view including, among others, artificial intelligence and expert systems. For short-term predictions, the technical indicator relative strength indicator (RSI) has been published in many papers and used worldwide. CAST is presented in this paper. CAST can be seen as a set of solutions for calculating the RSI using artificial intelligence techniques. The improvement is based on the use of feedforward neural networks to calculate the RSI in a more accurate way, which we call the iRSI. This new tool will be used in two scenarios. In the first, it will predict a market - in our case, the Spanish IBEX 35 stock market. In the second, it will predict single-company values pertaining to the IBEX 35. The results are very encouraging and reveal that the CAST can predict the given market as a whole along with individual stock pertaining to the IBEX 35 index. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1016/j.eswa.2011.03.023 | Expert Syst. Appl. |
Keywords | Field | DocType |
relative strength indicator,feedforward neural network,neural networks,ibex 35,trading system,technical indicator,rsi financial indicator,artificial intelligence,expert system,technical analysis,generalized feedforward,stock price prediction,relative strength index,spanish ibex,individual stock,stock market,artificial intelligence technique,neural network,artificial intelligent,indexation | Feedforward neural network,Stock price,Computer science,Expert system,Relative strength index,Operations research,Technical indicator,Artificial neural network,Stock market,Technical analysis | Journal |
Volume | Issue | ISSN |
38 | 9 | Expert Systems With Applications |
Citations | PageRank | References |
16 | 0.79 | 50 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Alejandro Rodríguez-González | 1 | 87 | 7.70 |
| Ángel García-crespo | 2 | 553 | 38.57 |
| Ricardo Colomo-Palacios | 3 | 618 | 37.20 |
| Fernando Guldris-Iglesias | 4 | 22 | 1.22 |
| Juan Miguel Gómez-Berbís | 5 | 204 | 12.30 |