• Title of article

    Adaptive use of technical indicators for the prediction of intra-day stock prices

  • Author/Authors

    Mieko Tanaka-Yamawaki، نويسنده , , Seiji Tokuoka، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    9
  • From page
    125
  • To page
    133
  • Abstract
    We examine the effectiveness of frequently used technical indicators for intra-day forecast by applying them on the tick data of various stock prices. We show that the optimal combination of a few indicators chosen for each stock by using evolutional computation provides us a good forecast on the level of the future price at several ticks ahead.
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    2007
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    871885