Title of article :
Adaptive use of technical indicators for the prediction of intra-day stock prices
Author/Authors :
Mieko Tanaka-Yamawaki، نويسنده , , Seiji Tokuoka، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Abstract :
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.
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications