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ASME Press Select Proceedings

Intelligent Engineering Systems through Artificial Neural Networks, Volume 20

By
Cihan H. Dagli
Cihan H. Dagli
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ISBN:
9780791859599
No. of Pages:
686
Publisher:
ASME Press
Publication date:
2010

Technical indicators are widely used in stock market forecasting, mostly to trigger the buy/sell rules in the technical analysis. Through some statistical analysis some key values for several indicator parameters are obtained. These values are generally adjusted to provide simple, round numbers, so they become part of easy-to-remember rules, such as 70-30 RSI rule, Crossover 50MA, etc. However, since these selections of indicator values are used as rule-of-thumb buy-sell triggers, it is not clear how changing market conditions affect them. For example, one indicator might provide good results for a particular stock in an uptrend market, but might fail miserably...

Abstract
1. Introduction
2. Market Trend Analysis
3. Technical Indicators
4. Genetic Algorithms in Stock Market Forecasting
5. Model
6. Experimental Results
7. Conclusion
8. References
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