An Intelligent technical analysis using neural network

Technical analysis has been one of the most popular methods for stock market predictions for the past few decades. There have been enormous technical analysis methods to study the behavior of stock market for different kinds of trading markets such as currency, commodity or stock. In this paper, we...

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Bibliographic Details
Main Authors: Reza Raei, Shapour Mohammadi, Mohammad Mehdi Tajik
Format: Article
Language:English
Published: Growing Science 2011-07-01
Series:Management Science Letters
Subjects:
Online Access:http://www.growingscience.com/msl/Vol1/msl_2011_5.pdf
Description
Summary:Technical analysis has been one of the most popular methods for stock market predictions for the past few decades. There have been enormous technical analysis methods to study the behavior of stock market for different kinds of trading markets such as currency, commodity or stock. In this paper, we propose two different methods based on volume adjusted moving average and ease of movement for stock trading. These methods are used with and without generalized regression neural network methods and the results are compared with each other. The preliminary results on historical stock price of 20 firms indicate that there is no meaningful difference between various proposed models of this paper.
ISSN:1923-9335
1923-9343