A modern neural network model to do stock market timing on the basis of the ancient investment technique of Japanese Candlestick

Expert Systems with Applications

Volumn 38, Issue 4, 2011, Pages 3884-3890

  Jasemi, Milad ^a   Kimiagari, Ali M ^a   Memariani, A ^b  

^a AMIRKABIR UNIVERSITY OF TECHNOLOGY   (Iran)

^b BU ALI SINA UNIVERSITY   (Iran)

Author keywords

Finance; Japanese Candlestick; Neural network; Stock market timing; Technical analysis

Indexed keywords

DEPENDENT VARIABLES; INDEPENDENT VARIABLES; JAPANESE CANDLESTICK; MARKET TRENDS; NEURAL NETWORK MODEL; NEW MODEL; REGRESSION MODEL; STOCK MARKET; TECHNICAL ANALYSIS;

COMMERCE; FINANCE; REGRESSION ANALYSIS;

NEURAL NETWORKS;

EID: 78650699256     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.09.049     Document Type: Article

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