Stock market trading rule discovery using technical charting heuristics
Abbreviated Journal Title
Expert Syst. Appl.
stock market; technical analysis; financial expert system; KNOWLEDGE; Computer Science, Artificial Intelligence; Engineering, Electrical &; Electronic; Operations Research & Management Science
In this case study in knowledge engineering and data mining, we implement a recognizer for two variations of the 'bull flag' technical charting heuristic and use this recognizer to discover trading rules on the NYSE Composite Index. Out-of-sample results indicate that these rules are effective. (C) 2002 Elsevier Science Ltd. All rights reserved.
Expert Systems with Applications
"Stock market trading rule discovery using technical charting heuristics" (2002). Faculty Bibliography 2000s. 3309.