Title

Progress Report: Improving The Stock Price Forecasting Performance Of The Bull Flag Heuristic With Genetic Algorithms And Neural Networks

Abstract

We back-test a pattern-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.

Publication Date

1-1-2000

Publication Title

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volume

1821

Number of Pages

617-622

Document Type

Article; Proceedings Paper

Personal Identifier

scopus

DOI Link

https://doi.org/10.1007/3-540-45049-1_74

Socpus ID

84957881950 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/84957881950

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