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Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data

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Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data

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Cervelló Royo, RE.; Guijarro Martínez, F.; Michniuk, K. (2015). Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data. Expert Systems with Applications. 42(14):5963-5975. doi:10.1016/j.eswa.2015.03.017

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Título: Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data
Autor:
Entidad UPV: Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Fecha difusión:
Resumen:
This work presents empirical evidence which confronts the classical Efficient Market Hypothesis, which states that it is not possible to beat the market by developing a strategy based on a historical price series. We propose ...[+]
Palabras clave: Technical analysis , Pattern recognition , Stock market trading rule , Forecasting financial expert systems , Intraday data
Derechos de uso: Reserva de todos los derechos
Fuente:
Expert Systems with Applications. (issn: 0957-4174 )
DOI: 10.1016/j.eswa.2015.03.017
Editorial:
Elsevier
Versión del editor: http://dx.doi.org/10.1016/j.eswa.2015.03.017
Tipo: Artículo

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