메뉴 건너뛰기




Volumn , Issue , 2010, Pages 2749-2754

Detecting faults in technical indicator computations for financial market analysis

Author keywords

Component; Metamorphic testing; Self testing; Technical analysis; Technical indicators

Indexed keywords

COMPONENT; METAMORPHIC TESTING; SELF-TESTING; TECHNICAL ANALYSIS; TECHNICAL INDICATOR;

EID: 79951981602     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICISE.2010.5689221     Document Type: Conference Paper
Times cited : (3)

References (16)
  • 2
    • 0000659363 scopus 로고
    • The use of technical analysis in the foreign exchange market
    • M.P. Taylor and H.Allen, "The Use of Technical Analysis in the Foreign Exchange Market", Journal of International Money and Finance, 11(3), pp.304-314, 1992.
    • (1992) Journal of International Money and Finance , vol.11 , Issue.3 , pp. 304-314
    • Taylor, M.P.1    Allen, H.2
  • 3
    • 84977707376 scopus 로고
    • Simple technical trading rules and the stochastic properties of stock returns
    • W. Brock, J. Lakonishock and B. LeBaron, "Simple Technical Trading Rules and the Stochastic Properties of Stock Returns", Journal of Finance 47, pp. 1731-1764, 1992.
    • (1992) Journal of Finance , vol.47 , pp. 1731-1764
    • Brock, W.1    Lakonishock, J.2    Lebaron, B.3
  • 4
  • 6
    • 0037787050 scopus 로고    scopus 로고
    • Do momentum-based strategies still work in foreign currency markets?
    • J. Okunev and D. White, "Do momentum-based strategies still work in foreign currency markets?", Journal of Financial and Quantitative Analysis 38, pp.425-447, 2003. (Pubitemid 36783789)
    • (2003) Journal of Financial and Quantitative Analysis , vol.38 , Issue.2 , pp. 425-447
    • Okunev, J.1    White, D.2
  • 11
    • 0020204093 scopus 로고
    • On testing non-testable programs
    • E.J. Weyuker, "On testing non-testable programs", The Computer Journal. 25 (4), 465-470. 1982.
    • (1982) The Computer Journal , vol.25 , Issue.4 , pp. 465-470
    • Weyuker, E.J.1
  • 12
    • 0003517965 scopus 로고    scopus 로고
    • Metamorphic testing: A new approach for generating next test cases
    • Hong Kong University of Science and Technology, Hong Kong
    • T.Y. Chen, S.C. Cheung and S.M. Yiu, "Metamorphic testing: a new approach for generating next test cases, " Technical Report HKUSTCS98-01, Department of Computer Science, Hong Kong University of Science and Technology, Hong Kong, 1998.
    • (1998) Technical Report HKUSTCS98-01, Department of Computer Science
    • Chen, T.Y.1    Cheung, S.C.2    Yiu, S.M.3
  • 13
    • 0036392116 scopus 로고    scopus 로고
    • Metamorphic testing of programs on partial differential equations: A case study
    • IEEE Computer Society Press, Los Alamitos, California
    • T.Y. Chen, J. Feng and T.H. Tse. "Metamorphic testing of programs on partial differential equations: a case study." Proc. of the 26th Annual Int. Computer Software and Applications Conf. (COMPSAC), IEEE Computer Society Press, Los Alamitos, California, pp.327-333. 2002.
    • (2002) Proc. of the 26th Annual Int. Computer Software and Applications Conf. (COMPSAC) , pp. 327-333
    • Chen, T.Y.1    Feng, J.2    Tse, T.H.3
  • 14
    • 57749197364 scopus 로고    scopus 로고
    • A metamorphic testing approach for online testing of service-oriented software applications
    • W.K. Chan, S.C. Cheung and K.R.P.H. Leung. "A metamorphic testing approach for online testing of service-oriented software applications." International Journal of Web Services Research 4(2), pp.60-80. 2007.
    • (2007) International Journal of Web Services Research , vol.4 , Issue.2 , pp. 60-80
    • Chan, W.K.1    Cheung, S.C.2    Leung, K.R.P.H.3
  • 15
    • 37849009737 scopus 로고    scopus 로고
    • Towards the testing of power-aware software applications for wireless sensor networks
    • Springer, Berlin
    • W.K. Chan, T.Y. Chen, S.C. Cheung, T.H. Tse, and Z. Zhang, "Towards the testing of power-aware software applications for wireless sensor networks", Lecture Notes in Computer Science, vol. 4498, Springer, Berlin, pp.84-99. 2007.
    • (2007) Lecture Notes in Computer Science , vol.4498 , pp. 84-99
    • Chan, W.K.1    Chen, T.Y.2    Cheung, S.C.3    Tse, T.H.4    Zhang, Z.5
  • 16
    • 0017959155 scopus 로고
    • Hints on test data selection: Help for the practicing programmer
    • R.J. Lipton, R.A. DeMillo, and F.G. Sayward. Hints on test data selection: help for the practicing programmer. IEEE Computer, 11(4): pp.34-41, 1978.
    • (1978) IEEE Computer , vol.11 , Issue.4 , pp. 34-41
    • Lipton, R.J.1    Demillo, R.A.2    Sayward, F.G.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.