메뉴 건너뛰기




Volumn 34, Issue 2, 2008, Pages 1004-1017

Intelligent technical analysis based equivolume charting for stock trading using neural networks

Author keywords

Financial forecasting; Neural networks; Stock trading; Technical analysis

Indexed keywords

COMMERCE; COSTS; TECHNOLOGICAL FORECASTING;

EID: 36148993631     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2006.10.028     Document Type: Article
Times cited : (94)

References (43)
  • 2
    • 0042824912 scopus 로고    scopus 로고
    • Using genetic algorithms to find technical trading rules
    • Allen F., and Karjalainen R. Using genetic algorithms to find technical trading rules. Journal of Financial Economics 51 2 (1999) 245-271
    • (1999) Journal of Financial Economics , vol.51 , Issue.2 , pp. 245-271
    • Allen, F.1    Karjalainen, R.2
  • 5
    • 0032216961 scopus 로고    scopus 로고
    • Market efficiency and the returns to technical analysis
    • Bessembinder H., and Chan K. Market efficiency and the returns to technical analysis. Financial Management 27 2 (1998) 5-17
    • (1998) Financial Management , vol.27 , Issue.2 , pp. 5-17
    • Bessembinder, H.1    Chan, K.2
  • 7
    • 84993865825 scopus 로고
    • Market statistics and technical analysis: the role of volume
    • Blume L., Easley D., and O'Hara M. Market statistics and technical analysis: the role of volume. Journal of Finance 49 1 (1994) 153-181
    • (1994) Journal of Finance , vol.49 , Issue.1 , pp. 153-181
    • Blume, L.1    Easley, D.2    O'Hara, M.3
  • 8
    • 84977707376 scopus 로고
    • Simple technical trading rules and the stochastic properties of stock returns
    • Brock W., Lakonishok J., and Lebaron B. Simple technical trading rules and the stochastic properties of stock returns. Journal of Finance 47 5 (1992) 1731-1764
    • (1992) Journal of Finance , vol.47 , Issue.5 , pp. 1731-1764
    • Brock, W.1    Lakonishok, J.2    Lebaron, B.3
  • 10
    • 36148977128 scopus 로고    scopus 로고
    • aT. (2002). Time aggregation problems in financial time series. In Proceedings of the 2002 international conference on modeling and simulation in technical and social sciences (pp. 243-252). Girona, Catalonia, Spain.
  • 11
    • 0030287051 scopus 로고    scopus 로고
    • Embedding technical analysis into neural network based trading systems
    • Chenoweth T., Obradovic Z., and Stephenlee S. Embedding technical analysis into neural network based trading systems. Applied Artificial Intelligence 10 6 (1996) 523-541
    • (1996) Applied Artificial Intelligence , vol.10 , Issue.6 , pp. 523-541
    • Chenoweth, T.1    Obradovic, Z.2    Stephenlee, S.3
  • 16
    • 25844486156 scopus 로고    scopus 로고
    • The use of data mining and neural networks for forecasting stock market returns
    • Enke D., and Thawornwong S. The use of data mining and neural networks for forecasting stock market returns. Expert Systems with Applications 29 4 (2005) 927-940
    • (2005) Expert Systems with Applications , vol.29 , Issue.4 , pp. 927-940
    • Enke, D.1    Thawornwong, S.2
  • 20
    • 0032308881 scopus 로고    scopus 로고
    • Heimes, F., & Van Heuveln, B. (1998). The normalized radial basis function neural network. In Proceedings of the 1998 IEEE international conference on systems, man, and cybernetics (pp. 1609-1614). San Diego, CA, USA.
  • 21
    • 1642393936 scopus 로고    scopus 로고
    • Discussion of foundations of technical analysis
    • Jegadeesh N. Discussion of foundations of technical analysis. Journal of Finance 55 4 (2000) 1765-1770
    • (2000) Journal of Finance , vol.55 , Issue.4 , pp. 1765-1770
    • Jegadeesh, N.1
  • 22
    • 84978564324 scopus 로고
    • Forecasting future trading volume using neural networks
    • Kaastra I., and Boyd M.S. Forecasting future trading volume using neural networks. Journal of Future Markets 15 8 (1995) 953-970
    • (1995) Journal of Future Markets , vol.15 , Issue.8 , pp. 953-970
    • Kaastra, I.1    Boyd, M.S.2
  • 24
    • 0034249322 scopus 로고    scopus 로고
    • Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index
    • Kim K.J., and Han I. Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index. Expert Systems with Applications 19 2 (2000) 125-132
    • (2000) Expert Systems with Applications , vol.19 , Issue.2 , pp. 125-132
    • Kim, K.J.1    Han, I.2
  • 25
    • 28344453435 scopus 로고    scopus 로고
    • Kuo, S. C., Li, S. T., Cheng, Y. C., & Ho, M. H. (2004). Knowledge discovery with SOM networks in financial investment strategy. In Proceedings of the fourth international conference on hybrid intelligent systems (pp. 98-103). Kitakyushu, Japan.
  • 26
    • 0010734388 scopus 로고    scopus 로고
    • Price momentum and trading volume
    • Lee C.M.C., and Swaminathan B. Price momentum and trading volume. Journal of Finance 55 5 (2000) 2017-2069
    • (2000) Journal of Finance , vol.55 , Issue.5 , pp. 2017-2069
    • Lee, C.M.C.1    Swaminathan, B.2
  • 27
    • 9244248635 scopus 로고    scopus 로고
    • Forecasting the New York stock exchange composite index with past price and interest rate on condition of volume spike
    • Leigh W., Hightower R., and Modani N. Forecasting the New York stock exchange composite index with past price and interest rate on condition of volume spike. Expert Systems with Applications 28 1 (2005) 1-8
    • (2005) Expert Systems with Applications , vol.28 , Issue.1 , pp. 1-8
    • Leigh, W.1    Hightower, R.2    Modani, N.3
  • 28
    • 0001090096 scopus 로고
    • Economic forecast evaluation: profits versus the conventional error measures
    • Leitch G., and Tanner J.E. Economic forecast evaluation: profits versus the conventional error measures. American Economic Review 81 3 (1991) 580-590
    • (1991) American Economic Review , vol.81 , Issue.3 , pp. 580-590
    • Leitch, G.1    Tanner, J.E.2
  • 29
    • 36148995386 scopus 로고    scopus 로고
    • TM improving technical analysis and technical trading. In Proceedings of the 1998 forecasting financial markets conference, London, UK.
  • 30
    • 0005650578 scopus 로고    scopus 로고
    • Foundation of technical analysis: computations, algorithms, statistical inference, and empirical implementation
    • Lo A.W., Mamaysky H., and Wang J. Foundation of technical analysis: computations, algorithms, statistical inference, and empirical implementation. Journal of Finance 55 4 (2000) 1705-1765
    • (2000) Journal of Finance , vol.55 , Issue.4 , pp. 1705-1765
    • Lo, A.W.1    Mamaysky, H.2    Wang, J.3
  • 33
    • 0031328861 scopus 로고    scopus 로고
    • Is technical analysis in the foreign exchange market profitable? A genetic programming approach
    • Neely C., Weller P., and Dittmar R. Is technical analysis in the foreign exchange market profitable? A genetic programming approach. Journal of Financial and Quantitative Analysis 32 4 (1997) 405-426
    • (1997) Journal of Financial and Quantitative Analysis , vol.32 , Issue.4 , pp. 405-426
    • Neely, C.1    Weller, P.2    Dittmar, R.3
  • 34
    • 0001048637 scopus 로고
    • Naive trading rules in financial markets and Weiner-Kolomgorov prediction theory: a study of technical analysis
    • Neftci S.N. Naive trading rules in financial markets and Weiner-Kolomgorov prediction theory: a study of technical analysis. Journal of Business 64 4 (1991) 549-571
    • (1991) Journal of Business , vol.64 , Issue.4 , pp. 549-571
    • Neftci, S.N.1
  • 35
    • 0001473437 scopus 로고
    • On estimation of a probability density function and mode
    • Parzen E. On estimation of a probability density function and mode. Annals of Mathematical Statistics 33 (1962) 1065-1076
    • (1962) Annals of Mathematical Statistics , vol.33 , pp. 1065-1076
    • Parzen, E.1
  • 37
    • 84993877356 scopus 로고
    • Predictability of stock returns: robustness and economic significance
    • Pesaran M.H., and Timmermann A. Predictability of stock returns: robustness and economic significance. Journal of Finance 50 4 (1995) 1201-1227
    • (1995) Journal of Finance , vol.50 , Issue.4 , pp. 1201-1227
    • Pesaran, M.H.1    Timmermann, A.2
  • 38
    • 0033474526 scopus 로고    scopus 로고
    • Tests of technical trading strategies in the emerging equity markets of Latin America and Asia
    • Ratner M., and Leal R.P.C. Tests of technical trading strategies in the emerging equity markets of Latin America and Asia. Journal of Banking and Finance 23 12 (1999) 1887-1905
    • (1999) Journal of Banking and Finance , vol.23 , Issue.12 , pp. 1887-1905
    • Ratner, M.1    Leal, R.P.C.2
  • 39
    • 0032207527 scopus 로고    scopus 로고
    • Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks
    • Saad W.E., Prokhorov V.E., and Wunsch C.D. Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks. IEEE Transactions on Neural Networks 9 6 (1998) 1456-1470
    • (1998) IEEE Transactions on Neural Networks , vol.9 , Issue.6 , pp. 1456-1470
    • Saad, W.E.1    Prokhorov, V.E.2    Wunsch, C.D.3
  • 40
    • 4243914758 scopus 로고
    • Stock price prediction using neural networks: a project report
    • Schoeneburg E. Stock price prediction using neural networks: a project report. Neurocomputing 2 1 (1990) 17-27
    • (1990) Neurocomputing , vol.2 , Issue.1 , pp. 17-27
    • Schoeneburg, E.1
  • 42
    • 0005865794 scopus 로고    scopus 로고
    • Data-snooping, technical trading rule performance, and the bootstrap
    • Sullivan R., Timmermann A., and White H. Data-snooping, technical trading rule performance, and the bootstrap. Journal of Finance 54 5 (1999) 1647-1691
    • (1999) Journal of Finance , vol.54 , Issue.5 , pp. 1647-1691
    • Sullivan, R.1    Timmermann, A.2    White, H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.