Utilization of NNs for improving the traditional technical analysis in the financial markets

Authors:
Norio Baba
Affiliations:
Information Science, Osaka Kyoiku University, Kashiwara City, Osaka Prefecture, Japan
Venue:
KES'06 Proceedings of the 10th international conference on Knowledge-Based Intelligent Information and Engineering Systems - Volume Part III
Year:
2006

Citing 2
Cited 1

Neural Network Time Series Forecasting of Financial Markets

Neural Network Time Series Forecasting of Financial Markets
An intelligent utilization of neural networks for improving the traditional technical analysis in the stock markets

KES'05 Proceedings of the 9th international conference on Knowledge-Based Intelligent Information and Engineering Systems - Volume Part I

Prediction of Golden Cross and Dead Cross by Neural Networks and Its Utilization

KES '07 Knowledge-Based Intelligent Information and Engineering Systems and the XVII Italian Workshop on Neural Networks on Proceedings of the 11th International Conference

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Abstract

In this paper, we propose a new decision support system (DSS) for dealing stocks which improves the traditional technical analysis by using neural networks. In the proposed system, neural networks are utilized in order to predict the “Golden Cross” and the “Dead Cross” several weeks before they occur. Computer simulation results concerning the dealings in the “TOPIX” and the “Nikkei-225” confirm the effectiveness of the proposed system.