Name
Abstract | ||
|---|---|---|
•A methodology to model trading rules for candlestick patterns using fuzzy logic.•The fuzzy trading system adapts three well-known candlestick patterns to fuzzy rules.•The fuzzy system performance is tested in two portfolios from different stock markets.•The fuzzy system is more profitable than a crisp version of the candlestick rules.•The fuzzy trading is more risk averse than the Buy and Hold (B&H) strategy used as benchmark. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1016/j.eswa.2017.10.002 | Expert Systems with Applications |
Keywords | Field | DocType |
Trading,Fuzzy logic,Candlesticks,Forecasting,Pattern recognition,Stock market | Trading strategy,Vagueness,Actuarial science,Computer science,Fuzzy logic,Decision system,Operations research,Artificial intelligence,Stock trading,Machine learning,Profit (economics) | Journal |
Volume | ISSN | Citations |
93 | 0957-4174 | 1 |
PageRank | References | Authors |
0.37 | 18 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Rodrigo Naranjo | 1 | 1 | 0.70 |
| Javier Arroyo | 2 | 57 | 6.35 |
| Matilde Santos | 3 | 143 | 24.39 |