A dynamic threshold decision system for stock trading signal detection

Applied Soft Computing Journal

Volumn 11, Issue 5, 2011, Pages 3998-4010

  Chang, Pei Chann ^a   Liao, T Warren ^b   Lin, Jyun Jie ^a   Fan, Chin Yuan ^c  

^a YUAN ZE UNIVERSITY   (Taiwan)

^b LOUISIANA STATE UNIVERSITY   (United States)

^c NATIONAL APPLIED RESEARCH LABORATORIES   (Taiwan)

Author keywords

Artificial Neural Network (ANN); Dynamic threshold; Piecewise Linear Representation method (PLR); Stock trading signals; Stock turning points detection

Indexed keywords

ARTIFICIAL NEURAL NETWORK; DYNAMIC THRESHOLD; PIECEWISE LINEAR REPRESENTATION; STOCK TRADING SIGNALS; STOCK TURNING POINTS DETECTION;

COMMERCE; NEURAL NETWORKS; PIECEWISE LINEAR TECHNIQUES; RESEARCH;

SIGNAL DETECTION;

EID: 79955802062     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2011.02.029     Document Type: Article

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