Forecasting price movements using technical indicators: Investigating the impact of varying input window length.
Yauheniya ShynkevichT. Martin McGinnitySonya A. ColemanAmmar BelatrecheYuhua LiPublished in: Neurocomputing (2017)
Keyphrases
- technical indicators
- financial time series
- foreign exchange
- stock price
- trading systems
- stock market
- exchange rate
- financial markets
- sliding window
- financial data
- short term
- window sizes
- information systems
- window size
- multivariate time series
- early warning
- categorical data
- dimension reduction
- non stationary
- natural language processing
- long term