Data mining in finance: advances in relational and hybrid methods
Data mining in finance: advances in relational and hybrid methods
Feedforward Neural Network Methodology
Feedforward Neural Network Methodology
A generalized feedforward neural network architecture for classification and regression
Neural Networks - 2003 Special issue: Advances in neural networks research — IJCNN'03
Generating trading rules on the stock markets with genetic programming
Computers and Operations Research
Regression neural network for error correction in foreign exchange forecasting and trading
Computers and Operations Research
Toward Global Optimization of Case-Based Reasoning Systems for Financial Forecasting
Applied Intelligence
Decision Support Systems - Special issue: Data mining for financial decision making
Forecasting stock market movement direction with support vector machine
Computers and Operations Research
A hybrid genetic-neural architecture for stock indexes forecasting
Information Sciences: an International Journal - Special issue: Computational intelligence in economics and finance
A fusion model of HMM, ANN and GA for stock market forecasting
Expert Systems with Applications: An International Journal
Forecasting the volatility of stock price index
Expert Systems with Applications: An International Journal
A TSK type fuzzy rule based system for stock price prediction
Expert Systems with Applications: An International Journal
Intelligent stock trading system by turning point confirming and probabilistic reasoning
Expert Systems with Applications: An International Journal
Intelligent technical analysis based equivolume charting for stock trading using neural networks
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Evolving and clustering fuzzy decision tree for financial time series data forecasting
Expert Systems with Applications: An International Journal
Development and performance evaluation of FLANN based model for forecasting of stock markets
Expert Systems with Applications: An International Journal
A neural network with a case based dynamic window for stock trading prediction
Expert Systems with Applications: An International Journal
Financial time series forecasting using independent component analysis and support vector regression
Decision Support Systems
Financial time-series analysis with rough sets
Applied Soft Computing
Investigating technical trading strategy via an multi-objective evolutionary platform
Expert Systems with Applications: An International Journal
A genetic network programming with learning approach for enhanced stock trading model
Expert Systems with Applications: An International Journal
Automatic stock decision support system based on box theory and SVM algorithm
Expert Systems with Applications: An International Journal
The use of data mining and neural networks for forecasting stock market returns
Expert Systems with Applications: An International Journal
Using genetic algorithm to support portfolio optimization for index fund management
Expert Systems with Applications: An International Journal
Portfolio algorithm based on portfolio beta using genetic algorithm
Expert Systems with Applications: An International Journal
Stock market trading rule discovery using two-layer bias decision tree
Expert Systems with Applications: An International Journal
IEEE Transactions on Neural Networks
A Hybrid Neurogenetic Approach for Stock Forecasting
IEEE Transactions on Neural Networks
IEEE Transactions on Neural Networks
SABUMO: Towards a collaborative and semantic framework for knowledge sharing
Expert Systems with Applications: An International Journal
PB-ADVISOR: A private banking multi-investment portfolio advisor
Information Sciences: an International Journal
Information Systems Frontiers
| Hi-index | 12.05 |
Stock price predictions have been a field of study from several points of view including, among others, artificial intelligence and expert systems. For short-term predictions, the technical indicator relative strength indicator (RSI) has been published in many papers and used worldwide. CAST is presented in this paper. CAST can be seen as a set of solutions for calculating the RSI using artificial intelligence techniques. The improvement is based on the use of feedforward neural networks to calculate the RSI in a more accurate way, which we call the iRSI. This new tool will be used in two scenarios. In the first, it will predict a market - in our case, the Spanish IBEX 35 stock market. In the second, it will predict single-company values pertaining to the IBEX 35. The results are very encouraging and reveal that the CAST can predict the given market as a whole along with individual stock pertaining to the IBEX 35 index.