Development of a stock trading system based on a neural network using highly volatile stock price patterns

This paper proposes a pattern-based stock trading system using ANN-based deep learning and utilizing the results to analyze and forecast highly volatile stock price patterns. Three highly volatile price patterns containing at least a record of the price hitting the daily ceiling in the recent tradin...

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Detalles Bibliográficos
Autor principal: Oh, Jangmin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: PeerJ Inc. 2022
Materias:
Adaptive and Self-Organizing Systems
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9044358/
https://www.ncbi.nlm.nih.gov/pubmed/35494871
http://dx.doi.org/10.7717/peerj-cs.915

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9044358/
https://www.ncbi.nlm.nih.gov/pubmed/35494871
http://dx.doi.org/10.7717/peerj-cs.915

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