in this study, we focused on tehran stock exchange market analysis based on applying moving average rules. the tehran stock exchange in the middle east has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. in an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

A construction is given for a stationary sequence of random variables {X.} which have exponential marginal distributions and are random linear combinations of order one of an i.i.d. exponential sequence {e.}. The Joint and trivariate exponential distributions of X.,, X. and X... are studied, as well as the Intensity function, point spectrum and variance time curve for the point process which ha...

This research paper proposes a novel method, Exponential Moving Average Long Short-Term Memory (EMA LSTM), for multi-step vector output prediction of time series data using deep learning. The method combines the LSTM with exponential moving average (EMA) technique to reduce noise in and improve accuracy prediction. compares performance EMA other commonly used learning models, including LSTM, GR...

The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average Convergence Divergence (MACD), Relative Strength Index (RSI) and Filter that gives buying and selling recommendations to investors. The algori...

The goal of this paper is forecasting direction (increase or decrease) of EURJPY exchange rate in a day. For this purpose five major indicators are used. The indicators are exponential moving average (EMA), stochastic oscillator (KD), moving average convergence divergence (MACD), relative strength index (RSI) and Williams %R (WMS %R). Then a hybrid approach using hidden Markov models and CART c...