Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data

Expert Systems with Applications

Volumn 42, Issue 14, 2015, Pages 5963-5975

  Cervelló Royo, Roberto ^a   Guijarro, Francisco ^a   Michniuk, Karolina ^a,b  

^a UNIVERSITAT POLITÈCNICA DE VALÈNCIA   (Spain)

^b HAMBURG UNIVERSITY OF APPLIED SCIENCES   (Germany)

Author keywords

Abbreviations DAX Deutscher Aktien index; DJIA Dow Jones industrial index; FTSE the FTSE 100 index; VAR value at risk

Indexed keywords

EXPERT SYSTEMS; FINANCE; FINANCIAL MARKETS; PATTERN RECOGNITION; PATTERN RECOGNITION SYSTEMS; PROFITABILITY; RISK ASSESSMENT;

EFFICIENT MARKET HYPOTHESIS; EUROPEAN MARKETS; FINANCIAL EXPERTS; INTRADAY DATA; PARAMETERIZED; RISK-ADJUSTED; STOCK MARKET TRADING RULES; TECHNICAL ANALYSIS;

COMMERCE;

EID: 84937759504     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2015.03.017     Document Type: Article

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