Title

Progress report: Improving the stock price forecasting performance of the bull flag heuristic with genetic algorithms and neural networks

Authors

Authors

W. Leigh; E. Odisho; N. Paz;M. Paz

Comments

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Keywords

Computer Science, Artificial Intelligence

Abstract

We back-test a patten-based heuristic from stock market technical analysis on price and volume time series data for Alcoa Aluminum Company's common stock. Promising results are obtained using a pattern matching approach implemented with spreadsheet technology. Improvement in these results are attained through the application of neural networks and genetic algorithms. Results are confirmed statistically.

Journal Title

Intelligent Problem Solving: Methodologies and Approaches, Prodeedings

Volume

1821

Publication Date

1-1-2000

Document Type

Article

Language

English

First Page

617

Last Page

622

WOS Identifier

WOS:000170571100074

ISSN

0302-9743; 3-540-67689-9

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