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...
| Main Authors: | , , |
|---|---|
| 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 |
| _version_ | 1819034092689162240 |
|---|---|
| author | Reza Raei Shapour Mohammadi Mohammad Mehdi Tajik |
| author_facet | Reza Raei Shapour Mohammadi Mohammad Mehdi Tajik |
| author_sort | Reza Raei |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-21T07:28:14Z |
| format | Article |
| id | doaj.art-4077fef28f584ca58535022f3402bc01 |
| institution | Directory Open Access Journal |
| issn | 1923-9335 1923-9343 |
| language | English |
| last_indexed | 2024-12-21T07:28:14Z |
| publishDate | 2011-07-01 |
| publisher | Growing Science |
| record_format | Article |
| series | Management Science Letters |
| spelling | doaj.art-4077fef28f584ca58535022f3402bc012022-12-21T19:11:37ZengGrowing ScienceManagement Science Letters1923-93351923-93432011-07-0113355362An Intelligent technical analysis using neural networkReza RaeiShapour MohammadiMohammad Mehdi TajikTechnical 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.http://www.growingscience.com/msl/Vol1/msl_2011_5.pdfTechnical AnalysisGeneralized regression neural networkVolume adjusted moving averageEase of movementStock market |
| spellingShingle | Reza Raei Shapour Mohammadi Mohammad Mehdi Tajik An Intelligent technical analysis using neural network Management Science Letters Technical Analysis Generalized regression neural network Volume adjusted moving average Ease of movement Stock market |
| title | An Intelligent technical analysis using neural network |
| title_full | An Intelligent technical analysis using neural network |
| title_fullStr | An Intelligent technical analysis using neural network |
| title_full_unstemmed | An Intelligent technical analysis using neural network |
| title_short | An Intelligent technical analysis using neural network |
| title_sort | intelligent technical analysis using neural network |
| topic | Technical Analysis Generalized regression neural network Volume adjusted moving average Ease of movement Stock market |
| url | http://www.growingscience.com/msl/Vol1/msl_2011_5.pdf |
| work_keys_str_mv | AT rezaraei anintelligenttechnicalanalysisusingneuralnetwork AT shapourmohammadi anintelligenttechnicalanalysisusingneuralnetwork AT mohammadmehditajik anintelligenttechnicalanalysisusingneuralnetwork AT rezaraei intelligenttechnicalanalysisusingneuralnetwork AT shapourmohammadi intelligenttechnicalanalysisusingneuralnetwork AT mohammadmehditajik intelligenttechnicalanalysisusingneuralnetwork |