An Up-Trend Detection Using an Auto-Associative Neural Network: KOSPI200 Futures

Author:

Baek Jinwoo,Cho Sungzoon

Publisher

Springer Berlin Heidelberg

Reference13 articles.

1. Cho, S., Han, C., Han, D., Kim, H.: Web Based Keystroke Dynamics Identity Verification using Neural Network. Journal of Organizational Computing and Electronic Commerce. Vol. 10, No. 4, December, 2000.

2. Baek, J., Cho, S.: Time to Jump in?: Long Rising Pattern Detection in KOSPI 200 Future Using an Auto-Associative Neural Network, ICONIP, pp. 160~165, Shanghai, China, Nov. 14–17, 2001.

3. Dempster, M.A.H., Jones, C.M.: Can technical pattern trading be profitably automated? 1. The channel & 2. Head and shoulders, Working Paper, Judge Institute of Management, University of Cambridge, 1999 (revised as: 2001 Can channel pattern trading be automated? Euro. J. Finance at press)

4. Bishop, C.: Neural Networks for Pattern Recognition. Oxford: Clarendon press, 1994.

5. Breiman, L.: Bagging Predictors, Machine Learning, Vol. 24, No. 2, pp. 123–140, 1994.

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