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A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting

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A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting

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Arévalo, R.; García, J.; Guijarro, F.; Peris Manguillot, A. (2017). A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting. Expert Systems with Applications. 81:177-192. https://doi.org/10.1016/j.eswa.2017.03.028

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/102317

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Title: A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting
Author: Arévalo, Rubén García, Jorge Guijarro, Francisco Peris Manguillot, Alfredo
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Issued date:
Embargo end date: 2019-09-15
Abstract:
[EN] In this paper we propose and validate a trading rule based on flag pattern recognition, incorporating im- portant innovations with respect to the previous research. Firstly, we propose a dynamic window scheme that ...[+]
Subjects: Financial markets , Technical analysis , Chart pattern , Exponential moving average , Trading system , Automatic trading
Copyrigths: Reserva de todos los derechos
Source:
Expert Systems with Applications. (issn: 0957-4174 )
DOI: 10.1016/j.eswa.2017.03.028
Publisher:
Elsevier
Publisher version: https://doi.org/10.1016/j.eswa.2017.03.028
Project ID:
info:eu-repo/grantAgreement/MINECO//MTM2016-75963-P/ES/DINAMICA DE OPERADORES/
Thanks:
The fourth author of this work was partially supported by MINECO, Project MTM2016-75963-P.
Type: Artículo

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