• Title of article

    An Intelligent technical analysis using neural network

  • Author/Authors

    Raei، Reza نويسنده , , Mohammadi، Shapour نويسنده , , Tajik، Mohammad Mehdi نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی 3 سال 2011
  • Pages
    8
  • From page
    355
  • To page
    362
  • Abstract
    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.
  • Journal title
    Management Science Letters
  • Serial Year
    2011
  • Journal title
    Management Science Letters
  • Record number

    655488