Modeling for Stock Trends: A Study of Two-Stage Pattern Strategy-Reference-Cited by-同舟云学术

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Modeling for Stock Trends: A Study of Two-Stage Pattern Strategy

Published:2022-07-26 Issue: Volume: Page:
ISSN:
Container-title:2022 7th International Conference on Image, Vision and Computing (ICIVC)
language:
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Author:

He Yu¹,Zhou Hong²,Kimm Simon³,Xue Jiao⁴

Affiliation:

1. Zhejiang University of Finance & Economics,School of Finance,Hangzhou,China

2. Renmin University of China,School of Finance,Beijing,China

3. Edith Cowan University,School of Arts & Humanities,Perth,Australia

4. Shanghai Jiao Tong University,School of Design,Shanghai,China

Funder

China Postdoctoral Science Foundation

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/9886001/9885797/09886250.pdf?arnumber=9886250

Reference20 articles.

1. A modern neural network model to do stock market timing on the basis of the ancient investment technique of Japanese Candlestick

2. Some anomalous evidence regarding market efficiency

3. Google searches and stock market activity: Evidence from Norway

4. Pattern discovery of fuzzy time series for financial prediction;lee;IEEE Transactions on Knowledge and Data Engineering,2006

5. Profitable candlestick trading strategies—The evidence from a new perspective

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