Sciweavers

5 search results - page 1 / 1
» Stock market trading rule discovery using technical charting...
Sort
View
ESWA
2002
151views more  ESWA 2002»
13 years 4 months ago
Stock market trading rule discovery using technical charting heuristics
In this case study in knowledge engineering and data mining, we implement a recognizer for two variations of the `bull
William Leigh, Naval Modani, Russell L. Purvis, To...
TSMC
2008
133views more  TSMC 2008»
13 years 4 months ago
Trading With a Stock Chart Heuristic
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...
GECCO
2007
Springer
214views Optimization» more  GECCO 2007»
13 years 10 months ago
Portfolio allocation using XCS experts in technical analysis, market conditions and options market
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
Sor Ying (Byron) Wong, Sonia Schulenburg
GECCO
2009
Springer
200views Optimization» more  GECCO 2009»
13 years 11 months ago
Optimization of the trading rule in foreign exchange using genetic algorithm
The generation of profitable trading rules for Foreign Exchange (FX) investments is a difficult but popular problem. The use of Machine Learning in this problem allows us to obtai...
Akinori Hirabayashi, Claus de Castro Aranha, Hitos...
CINQ
2004
Springer
189views Database» more  CINQ 2004»
13 years 10 months ago
Employing Inductive Databases in Concrete Applications
In this paper we present the application of the inductive database approach to two practical analytical case studies: Web usage mining in Web logs and financial data. As far as co...
Rosa Meo, Pier Luca Lanzi, Maristella Matera, Dani...