Adaptive use of technical indicators for the prediction of intra-day stock prices
نویسندگان
چکیده
We examine the effectiveness of frequently used technical indicators for intra-day forecast by applying them on the tick data of various stock prices. We show that the optimal combination of a few indicators chosen for each stock by using evolutional computation provides us a good forecast on the level of the future price at several ticks ahead. r 2007 Elsevier B.V. All rights reserved.
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