A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting.
Rubén ArévaloJorge GarcíaFrancisco GuijarroAlfredo PerisPublished in: Expert Syst. Appl. (2017)
Keyphrases
- stock market
- trading rules
- stock exchange
- pattern recognition
- stock data
- financial markets
- short term
- stock trading
- trading strategies
- trading systems
- stock price
- foreign exchange
- stock index
- trading signals
- technical indicators
- financial time series
- long term
- listed companies
- market data
- financial information
- financial data
- stock returns
- investment strategies
- stock index futures
- expert systems
- portfolio optimization
- electricity markets
- neural network
- stock market data
- empirical studies
- financial news
- machine learning