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A method for automatic stock trading combining technical analysis and nearest neighbor classification
9 references·16 citing·41 second hop
A method for automatic stock trading combining technical analysis and nearest neighbor classification (2010)A method for automatic stock trading comb…A Hybrid Neurogenetic Approach for Stock Forecasting (2007)A Hybrid Neurogenetic Approac…A hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets (2006)A hybrid approach based on ne…Support vector machine with adaptive parameters in financial time series forecasting (2003)Support vector machine with a…Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks (1998)Comparative study of stock tr…The New Finance: The Case Against Efficient Markets. (1995)The New Finance: The Case Aga…The New Finance: The Case Against Efficient Markets (1995)The New Finance: The Case Aga…Economic prediction using neural networks: the case of IBM daily stock returns (1988)Economic prediction using neu…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Shortlisting machine learning-based stock trading recommendations using candlestick pattern recognition (2023)Shortlisting machine learning…A survey on machine learning models for financial time series forecasting (2022)A survey on machine learning …Two robust long short-term memory frameworks for trading stocks (2021)Two robust long short-term me…Technical analysis strategy optimization using a machine learning approach in stock market indices (2021)Technical analysis strategy o…Predicting Stock Market Price: A Logical Strategy using Deep Learning (2021)Predicting Stock Market Price…Ensemble of machine learning algorithms for cryptocurrency investment with different data resampling methods (2020)Ensemble of machine learning …Stock Price Pattern Prediction Based on Complex Network and Machine Learning (2019)Stock Price Pattern Predictio…Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends (2019)Metaheuristics for rich portf…Classification of intraday S&P500 returns with a Random Forest (2018)Classification of intraday S&…Application of LSTM, GRU and ICA for Stock Price Prediction (2018)Application of LSTM, GRU and …AIRMS: A risk management tool using machine learning (2018)AIRMS: A risk management tool…A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting (2017)A dynamic trading rule based …A Stock Market Forecasting Model Combining Two-Directional Two-Dimensional Principal Component Analysis and Radial Basis Function Neural Network (2015)A Stock Market Forecasting Mo…Using Volume Weighted Support Vector Machines with walk forward testing and feature selection for the purpose of creating stock trading strategy (2014)Using Volume Weighted Support…A Feature Fusion Based Forecasting Model for Financial Time Series (2014)A Feature Fusion Based Foreca…Financial time series forecasting using LPP and SVM optimized by PSO (2012)Financial time series forecas…A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Models of Bounded Rationality (1997)Predicting the Price of Bitcoin Using Machine Learning (2018)A CNN-LSTM-Based Model to Forecast Stock Prices (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! 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this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2003Support vector machine with adaptive parameters in financial time series forecasting1,008 cited
  • 1988Economic prediction using neural networks: the case of IBM daily stock returns698 cited
  • 1998Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks537 cited
  • 1995The New Finance: The Case Against Efficient Markets244 cited
  • 2006A hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets223 cited
  • 1995The New Finance: The Case Against Efficient Markets.220 cited
  • 2007A Hybrid Neurogenetic Approach for Stock Forecasting175 cited

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  • 2018Classification of intraday S&P500 returns with a Random Forest98 cited
  • 2017A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting

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