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An effective application of decision tree to stock trading
7 references·16 citing·48 second hop
An effective application of decision tree to stock trading (2005)An effective application of decision tree…The profitability of technical trading rules in the Asian stock markets (1995)The profitability of technica…Fundamental Information Analysis (1993)Fundamental Information Analy…Some New Filter Rule Tests: Methods and Results (1988)Some New Filter Rule Tests: M…Money and the Stock Market (1988)Money and the Stock MarketStock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Application of machine learning in algorithmic investment strategies on global stock markets (2023)Application of machine learni…Multi-scale local cues and hierarchical attention-based LSTM for stock price trend prediction (2022)Multi-scale local cues and hi…Stock Trend Prediction Using Candlestick Charting and Ensemble Machine Learning Techniques With a Novelty Feature Engineering Scheme (2021)Stock Trend Prediction Using …Stock Price Pattern Prediction Based on Complex Network and Machine Learning (2019)Stock Price Pattern Predictio…Improving Stock Closing Price Prediction Using Recurrent Neural Network and Technical Indicators (2018)Improving Stock Closing Price…AIRMS: A risk management tool using machine learning (2018)AIRMS: A risk management tool…Stock trading rule discovery with an evolutionary trend following model (2014)Stock trading rule discovery …Using Data Envelopment Analysis (DEA) for monitoring efficiency-based performance of productivity-driven organizations: Design and implementation of a decision support system (2012)Using Data Envelopment Analys…Facilitating cross-selling in a mobile telecom market to develop customer classification model based on hybrid data mining techniques (2010)Facilitating cross-selling in…Determining sources of relative inefficiency in heterogeneous samples: Methodology using Cluster Analysis, DEA and Neural Networks (2010)Determining sources of relati…Application of data mining techniques in stock markets: A survey (2010)Application of data mining te…A Genetic Algorithm Optimized Decision Tree- SVM based Stock Market Trend Prediction System (2010)A Genetic Algorithm Optimized…A Decision tree- Rough set Hybrid System for Stock Market Trend Prediction (2010)A Decision tree- Rough set Hy…Increasing the discriminatory power of DEA in the presence of the sample heterogeneity with cluster analysis and decision trees (2007)Increasing the discriminatory…Expert systems and evolutionary computing for financial investing: A review (2007)Expert systems and evolutiona…Knowledge discovery in financial investment for forecasting and trading strategy through wavelet-based SOM networks (2006)Knowledge discovery in financ…MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)A Comprehensive Look at The Empirical Performance 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of Interest (1907)The purchasing power of money (1911)Macroeconomic variables and the Malaysian equity market (2003)Macro variables and international stock return predictability (2004)Liquidity Shocks and Asset Price Boom/Bust Cycles (2007)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)A stock market portfolio recommender system based on association rule mining (2012)High-order Hidden Markov Model for trend prediction in financial time series (2018)Training Multilayer Perceptron with Genetic Algorithms and Particle Swarm Optimization for Modeling Stock Price Index Prediction (2020)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Filter Rules Based on Price and Volume in Individual Security Overreaction (1999)Reexamining the Profitability of Technical Analysis with Data Snooping Checks (2005)Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias (2010)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Value-relevance of nonfinancial information: The wireless communications industry (1996)Capital markets research in accounting (2001)Are Selling, General, and Administrative Costs “Sticky”? (2003)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Another look at measures of forecast accuracy (2006)A LSTM-based method for stock returns prediction: A case study of China stock market (2015)Portfolio management system in equity market neutral using reinforcement learning (2021)Convolutional neural network for stock trading using technical indicators (2022)Enhancing Stock Market Prediction: A Robust LSTM-DNN Model Analysis on 26 Real-Life Datasets (2024)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Rational Theory of Warrant Pricing (2015)
this work references cited by second hop

References

  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1993Fundamental Information Analysis1,084 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1995The profitability of technical trading rules in the Asian stock markets324 cited
  • 1988Money and the Stock Market294 cited
  • 1988Some New Filter Rule Tests: Methods and Results240 cited

Cited by

  • 2007Increasing the discriminatory power of DEA in the presence of the sample heterogeneity with cluster analysis and decision trees113 cited
  • 2018Improving Stock Closing Price Prediction Using Recurrent Neural Network and Technical Indicators92 cited
  • 2010A Decision tree- Rough set Hybrid System for Stock Market Trend Prediction92 cited
  • 2021Stock Trend Prediction Using Candlestick Charting and Ensemble Machine Learning Techniques With a Novelty Feature Engineering Scheme83 cited
  • 2006Knowledge discovery in financial investment for forecasting and trading strategy through wavelet-based SOM networks77 cited
  • 2022Multi-scale local cues and hierarchical attention-based LSTM for stock price trend prediction73 cited
  • 2010Application of data mining techniques in stock markets: A survey

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71 cited
  • 2014Stock trading rule discovery with an evolutionary trend following model70 cited
  • 2010Determining sources of relative inefficiency in heterogeneous samples: Methodology using Cluster Analysis, DEA and Neural Networks67 cited
  • 2007Expert systems and evolutionary computing for financial investing: A review66 cited
  • 2012Using Data Envelopment Analysis (DEA) for monitoring efficiency-based performance of productivity-driven organizations: Design and implementation of a decision support system64 cited
  • 2023Application of machine learning in algorithmic investment strategies on global stock markets55 cited
  • 2018AIRMS: A risk management tool using machine learning47 cited
  • 2019Stock Price Pattern Prediction Based on Complex Network and Machine Learning47 cited
  • 2010A Genetic Algorithm Optimized Decision Tree- SVM based Stock Market Trend Prediction System46 cited
  • 2010Facilitating cross-selling in a mobile telecom market to develop customer classification model based on hybrid data mining techniques41 cited