文章基本信息

标题：An Intelligent technical analysis using neural network ,
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作者：Reza Raei ; Shapour Mohammadi ; Mohammad Mehdi Tajik 等
期刊名称：Management Science Letters
印刷版ISSN：1923-9335
电子版ISSN：1923-9343
出版年度：2011
卷号：1
期号：3
页码：355-362
DOI：10.5267/j.msl.2011.02.002
出版社：Growing Science
摘要：Technical analysis has been one of the most popular methods for stock market predictions for the past few decades. There have been enormous technical analysis methods to study the behavior of stock market for different kinds of trading markets such as currency, commodity or stock. In this paper, we propose two different methods based on volume adjusted moving average and ease of movement for stock trading. These methods are used with and without generalized regression neural network methods and the results are compared with each other. The preliminary results on historical stock price of 20 firms indicate that there is no meaningful difference between various proposed models of this paper
关键词：Technical Analysis; Generalized regression neural network; Volume adjusted moving average; Ease of movement; Stock market