Stock market trading rule discovery using technical charting heuristics
نویسندگان
چکیده
In this case study in knowledge engineering and data mining, we implement a recognizer for two variations of thèbull ¯ag' technical charting heuristic and use this recognizer to discover trading rules on the NYSE Composite Index. Out-of-sample results indicate that these rules are effective. q 2002 Elsevier Science Ltd. All rights reserved.
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عنوان ژورنال:
- Expert Syst. Appl.
دوره 23 شماره
صفحات -
تاریخ انتشار 2002