Using Neural Networks and Technical Indicators for Generating Stock Trading Signals
Technical analysis is a common method used by financial managers and traders to predict buy and sell trading signals for individual stocks. Unfortunately, it is often the case that each trader, based on their own level of expertise, will have a different way of interpreting an indicator, or identifying the time series trend that is currently presented by the stock's price history. This study involves training feed-forward neural networks to generate buy and sell trading signals. The predictability and profitability results given by the trained neural networks (with both discrete and fuzzified technical indicators) are compared against rule-based models of the technical indicators, as well as a standard benchmark buy-and-hold strategy.
V. K. Bogullu et al., "Using Neural Networks and Technical Indicators for Generating Stock Trading Signals," Intelligent Engineering Systems Through Artificial Neural Networks, American Society of Mechanical Engineers (ASME), Nov 2002.
Artificial Neural Networks in Engineering Conference, ANNIE 2002 (2002: Nov. 10-13, St. Louis, MO)
Engineering Management and Systems Engineering
Keywords and Phrases
Neural Networks; Stock Trading; Trading Signals; Stocks
Article - Conference proceedings
© 2002 American Society of Mechanical Engineers (ASME), All rights reserved.
13 Nov 2002