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Fuzzy modeling of stock trading with fuzzy candlesticks
16 references·0 citing·42 second hop
Fuzzy modeling of stock trading with fuzzy candlesticks (2017)Fuzzy modeling of stock trading with fuzz…An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown (2017)An adaptive portfolio trading…A survey of the applications of text mining in financial domain (2016)A survey of the applications …Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data (2015)Stock market trading rule bas…Technical trading revisited: False discoveries, persistence tests, and transaction costs (2012)Technical trading revisited: …A Non-Random Walk Down Wall Street (2011)A Non-Random Walk Down Wall S…Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Surveying stock market foreca…Pattern discovery of fuzzy time series for financial prediction (2006)Pattern discovery of fuzzy ti…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Expert system for predicting stock market timing using a candlestick chart (1999)Expert system for predicting …Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…A non-random walk down Wall Street (1999)A non-random walk down Wall S…The predictability of security returns with simple technical trading rules (1998)The predictability of securit…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…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 …A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Forecasting stock market movement direction with support vector machine (2004)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Using artificial neural network models in stock market index prediction (2011)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Does the Stock Market Overreact? 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(2007)Forecasting Stock Returns (2013)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Noisy Time Series Prediction using Recurrent Neural Networks and Grammatical Inference (2001)Risk Management for Hedge Funds: Introduction and Overview (2001)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)
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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
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2008Surveying stock market forecasting techniques – Part II: Soft computing methods841 cited
  • 1999A non-random walk down Wall Street647 cited
  • 2016A survey of the applications of text mining in financial domain265 cited
  • 1998The predictability of security returns with simple technical trading rules264 cited
  • 2012Technical trading revisited: False discoveries, persistence tests, and transaction costs252 cited
  • 2017An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown240 cited
  • 2011A Non-Random Walk Down Wall Street227 cited
  • 2015Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data

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186 cited
  • 2006Pattern discovery of fuzzy time series for financial prediction180 cited
  • 1999Expert system for predicting stock market timing using a candlestick chart165 cited
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