Stock market trading rule discovery using technical charting heuristics

被引：83
|
作者：
Leigh, W
Modani, N
Purvis, R
Roberts, T
机构：
[1] Univ Cent Florida, Coll Business Adm, Dept Management Informat Syst, Orlando, FL 32816 USA
[2] Univ Cent Florida, Coll Business Adm, Dept Finance, Orlando, FL 32816 USA
[3] Clemson Univ, Coll Business & Publ Affairs, Dept Management, Clemson, SC 29634 USA
[4] Univ Kansas, Sch Business, Dept Accounting & Informat Syst, Lawrence, KS 66045 USA
来源：
EXPERT SYSTEMS WITH APPLICATIONS | 2002年 / 23卷 / 02期
关键词：
stock market; technical analysis; financial expert system;
D O I：
10.1016/S0957-4174(02)00034-9
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this case study in knowledge engineering and data mining, we implement a recognizer for two variations of the 'bull flag' technical charting heuristic and use this recognizer to discover trading rules on the NYSE Composite Index. Out-of-sample results indicate that these rules are effective. (C) 2002 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：155 / 159
页数：5
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