Title

Stock market trading rule discovery using technical charting heuristics

Authors

Authors

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

Comments

Authors: contact us about adding a copy of your work at STARS@ucf.edu

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

DOI Link

http://dx.doi.org/10.1016/s0957-4174(02)00034-9

Language

English

First Page

155

Last Page

159

WOS Identifier

WOS:000177547100007

ISSN

0957-4174

Recommended Citation

"Stock market trading rule discovery using technical charting heuristics" (2002). Faculty Bibliography 2000s. 3309.
https://stars.library.ucf.edu/facultybib2000/3309