Advanced trading strategy using neuro-candlestick
Refereed conference paper presented and published in conference proceedings

CUHK Authors
Author(s) no longer affiliated with CUHK


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AbstractAn advanced trading strategy using Neuro-candlestick was developed. The trading strategy was based on detecting the Japanese candlestick patterns together with validation of the neural network prediction. By adapting this trading strategy, we believed that Japanese candlestick charting accuracy could be strengthened through the stock prices prediction of neural network. The profit return on this new trading strategy could be maximized and the loss could be minimized. In order to verify our belief, various stocks with high, middle and small volatility were examined by the same trading strategy. The trading strategy with and without validation for these stocks was implemented. Their performances were evaluated by the number of negative return, the lower and upper bound of return and the average return for the whole period.
All Author(s) ListYan YT, Ng HS, Lam KP
Name of Conference7th Joint Conference on Information Sciences (JCIS)
Start Date of Conference26/09/2003
End Date of Conference30/09/2003
Place of ConferenceRES TRIANGLE PK
Country/Region of ConferenceUnited States of America
Year2003
Month1
Day1
PublisherASSOC INTELLIGENT MACHINERY
Pages1120 - 1123
ISBN0-9707890-2-5
LanguagesEnglish-United Kingdom
Web of Science Subject CategoriesComputer Science; Computer Science, Artificial Intelligence; Computer Science, Information Systems; Computer Science, Interdisciplinary Applications; Computer Science, Theory & Methods

Last updated on 2020-04-08 at 05:18