A technical analysis expert system in the stock market

研究成果: Article査読

3 被引用数 (Scopus)

抄録

In order to build a technical analysis expert system for judging which names should be bought in stock market, knowledge representation is discussed. The expertise comes from two kinds of knowledge: Granville's Laws from the USA and heuristics relevant to the chart indigenous to Japan. The hit rate for buying is evaluated by means of checking that selected names increase more than five per cent through two months after the point of time when the expert system judged buying. Using past real stock price data, the experiment shows that the hit rate was 53.1 per cent on the average.

本文言語English
ページ(範囲)21-27
ページ数7
ジャーナルFuture Generation Computer Systems
5
1
DOI
出版ステータスPublished - 1989 8
外部発表はい

ASJC Scopus subject areas

  • Software
  • Hardware and Architecture
  • Computer Networks and Communications

フィンガープリント 「A technical analysis expert system in the stock market」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル