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
Title: | A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting | |||
Author: | Arévalo, Rubén García, Jorge | |||
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[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 ...[+]
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Copyrigths: | Reserva de todos los derechos | |||
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Publisher version: | https://doi.org/10.1016/j.eswa.2017.03.028 | |||
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