Stock market trading rule discovery using technical charting heuristics

    Authors

    W. Leigh; N. Modani; R. Purvis;T. Roberts

    Comments

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    Abbreviated Journal Title

    Expert Syst. Appl.

    Keywords

    stock market; technical analysis; financial expert system; KNOWLEDGE; Computer Science, Artificial Intelligence; Engineering, Electrical &; Electronic; Operations Research & Management Science

    Abstract

    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.

    Journal Title

    Expert Systems with Applications

    Volume

    23

    Issue/Number

    2

    Publication Date

    1-1-2002

    Document Type

    Article

    Language

    English

    First Page

    155

    Last Page

    159

    WOS Identifier

    WOS:000177547100007

    ISSN

    0957-4174

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