A formal approach to candlestick pattern classification in financial time series.
Weilong HuYain-Whar SiSimon FongRaymond Yiu-Keung LauPublished in: Appl. Soft Comput. (2019)
Keyphrases
- pattern classification
- financial time series
- stock market
- financial time series forecasting
- non stationary
- financial data
- pattern recognition
- stock price
- turning points
- stock exchange
- exchange rate
- feature extraction
- multivariate time series
- nearest neighbor rule
- pattern classification problems
- neural network
- long term