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Stock market trading rule discovery using two-layer bias decision tree
12 references·2 citing·46 second hop
Stock market trading rule discovery using two-layer bias decision tree (2005)Stock market trading rule discovery using…Investment using technical analysis and fuzzy logic (2002)Investment using technical an…Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support (2002)Forecasting the NYSE composit…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Genetic algorithms approach t…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…The predictability of security returns with simple technical trading rules (1998)The predictability of securit…Graded forecasting using an array of bipolar predictions: application of probabilistic neural networks to a stock market index (1998)Graded forecasting using an a…Forecasting S&P 500 stock index futures with a hybrid AI system (1998)Forecasting S&P 500 stock ind…Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks (1998)Comparative study of stock tr…Neural networks in financial engineering: a study in methodology (1997)Neural networks in financial …Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing for Linear and Nonlin…Stock price pattern recognition-a recurrent neural network approach (1990)Stock price pattern recogniti…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …A comparative study on trend forecasting approach for stock price time series (2017)A comparative study on trend …Artificial intelligence applications in financial forecasting – a survey and some empirical results (2014)Artificial intelligence appli…A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)A hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets (2006)An investigation and comparison of artificial neural network and time series models for Chinese food grain price forecasting (2007)Evolving Least Squares Support Vector Machines for Stock Market Trend Mining (2008)Efficient Capital Markets: II (1991)Forecasting with artificial neural networks: (1998)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Applying Artificial Neural Networks to prediction of stock price and improvement of the directional prediction index – Case study of PETR4, Petrobras, Brazil (2013)Deep learning for stock market prediction from financial news articles (2017)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Market Liquidity and Trading Activity (2001)A new statistic and practical guidelines for nonparametric Granger causality testing (2006)Does the Stock Market Overreact? 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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications771 cited
  • 2000Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index758 cited
  • 1998Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks537 cited
  • 2002Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support277 cited
  • 1998The predictability of security returns with simple technical trading rules264 cited
  • 1990Stock price pattern recognition-a recurrent neural network approach255 cited
  • 1998Forecasting S&P 500 stock index futures with a hybrid AI system222 cited
  • 1997Neural networks in financial engineering: a study in methodology160 cited
  • 2002Investment using technical analysis and fuzzy logic140 cited
  • 1998Graded forecasting using an array of bipolar predictions: application of probabilistic neural networks to a stock market index127 cited

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  • 2017A comparative study on trend forecasting approach for stock price time series

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43 cited
  • 2014Artificial intelligence applications in financial forecasting – a survey and some empirical results34 cited