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Improving stock trading decisions based on pattern recognition using machine learning technology
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/9781119202288openalex-snapshot
Encyclopedia of Candlestick Charts
inferredcites →https://doi.org/10.1007/s00521-019-04212-xopenalex-snapshot
Stock price prediction based on deep neural networks
inferredcites →https://doi.org/10.1016/0925-2312(95)00052-6openalex-snapshot
Using percentage accuracy to measure neural network predictions in Stock Market movements
inferredcites →https://doi.org/10.1016/j.asoc.2019.105700openalex-snapshot
A formal approach to candlestick pattern classification in financial time series
inferredcites →https://doi.org/10.1016/j.asoc.2019.105747openalex-snapshot
Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices
inferredcites →https://doi.org/10.1016/j.dss.2010.08.028openalex-snapshot
Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches
inferredcites →https://doi.org/10.1016/j.ejor.2016.10.031openalex-snapshot
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500
inferredcites →https://doi.org/10.1016/j.ejor.2017.11.054openalex-snapshot
Deep learning with long short-term memory networks for financial market predictions
inferredcites →https://doi.org/10.1016/j.eswa.2005.09.026openalex-snapshot
An effective application of decision tree to stock trading
inferredcites →https://doi.org/10.1016/j.eswa.2008.11.028openalex-snapshot
Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network
inferredcites →https://doi.org/10.1016/j.eswa.2009.02.038openalex-snapshot
Using support vector machine with a hybrid feature selection method to the stock trend prediction
inferredcites →https://doi.org/10.1016/j.eswa.2013.12.009openalex-snapshot
Automated trading with performance weighted random forests and seasonality
inferredcites →https://doi.org/10.1016/j.eswa.2014.07.040openalex-snapshot
Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques
inferredcites →https://doi.org/10.1016/j.eswa.2014.10.031openalex-snapshot
Predicting stock market index using fusion of machine learning techniques
inferredcites →https://doi.org/10.1016/j.eswa.2019.01.012openalex-snapshot
Literature review: Machine learning techniques applied to financial market prediction
inferredcites →https://doi.org/10.1016/j.jbankfin.2005.08.001openalex-snapshot
Candlestick technical trading strategies: Can they create value for investors?
inferredcites →https://doi.org/10.1016/j.jbankfin.2015.09.009openalex-snapshot
Trend definition or holding strategy: What determines the profitability of candlestick charting?
inferredcites →https://doi.org/10.1016/j.jefas.2016.07.002openalex-snapshot
Stock market index prediction using artificial neural network
inferredcites →https://doi.org/10.1016/j.omega.2004.07.024openalex-snapshot
A hybrid ARIMA and support vector machines model in stock price forecasting
inferredcites →https://doi.org/10.1016/j.omega.2011.07.008openalex-snapshot
Stock index forecasting based on a hybrid model
inferredcites →https://doi.org/10.1016/j.pacfin.2013.10.006openalex-snapshot
The profitability of candlestick charting in the Taiwan stock market
inferredcites →https://doi.org/10.1016/j.pacfin.2015.10.007openalex-snapshot
Are candlestick trading strategies effective in certain stocks with distinct features?
inferredcites →https://doi.org/10.1016/j.physa.2016.03.081openalex-snapshot
The predictive power of Japanese candlestick charting in Chinese stock market
inferredcites →https://doi.org/10.1016/j.physa.2017.02.072openalex-snapshot
Multidimensional k -nearest neighbor model based on EEMD for financial time series forecasting
inferredcites →https://doi.org/10.1016/s0305-0548(02)00037-0openalex-snapshot
Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index
inferredcites →https://doi.org/10.1016/s0925-2312(03)00372-2openalex-snapshot
Financial time series forecasting using support vector machines
inferredcites →https://doi.org/10.1016/s0957-4174(00)00027-0openalex-snapshot
Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index
inferredcites →https://doi.org/10.1080/00207543.2016.1237785openalex-snapshot
Bayesian regularisation neural network based on artificial intelligence optimisation
inferredcites →https://doi.org/10.1080/135048698334637openalex-snapshot
The predictive power of price patterns
inferredcites →https://doi.org/10.1080/14697688.2013.768774openalex-snapshot
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
inferredcites →https://doi.org/10.1109/access.2018.2868970openalex-snapshot
Deep Learning Approach for Short-Term Stock Trends Prediction Based on Two-Stream Gated Recurrent Unit Network
inferredcites →https://doi.org/10.1109/ijcnn.2017.7966014openalex-snapshot
Restricted Boltzmann machine based stock market trend prediction
inferredcites →https://doi.org/10.1111/j.1467-6419.2007.00519.xopenalex-snapshot
WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?
inferredcites →https://doi.org/10.1111/j.1540-6261.1970.tb00518.xopenalex-snapshot
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
inferredcites →https://doi.org/10.1371/journal.pone.0180944openalex-snapshot
A deep learning framework for financial time series using stacked autoencoders and long-short term memory
inferredcites →https://doi.org/10.1371/journal.pone.0211402openalex-snapshot
Financial time series forecasting using twin support vector regression
inferredcites →https://doi.org/10.1371/journal.pone.0227222openalex-snapshot
Forecasting stock prices with long-short term memory neural network based on attention mechanism
inferredcites →https://doi.org/10.2307/3666289openalex-snapshot
Market Efficiency and the Returns to Technical Analysis
inferredcites →https://doi.org/10.3905/jod.2005.580514openalex-snapshot
Performance of Candlestick Analysis on Intraday Futures Data
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Futuretesting Quantitative Strategies
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Creating a Customized Dataset for Financial Pattern Recognition in Deep Learning
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Analysis of Frequent Trading Effects of Various Machine Learning Models
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Automated Recognition of Harmonic Patterns in Candlestick Chart: A Comparative Study of Machine Learning and Deep Learning Approaches
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Predictive Analysis of Stock Market Trends Using Support Vector Machines and Neural Networks
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Stock Trend Analysis using Time Series Techniques & Deep Neural Network with Data Visualization
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Market Forecasting: Comparative Analysis of ARIMA and LSTM on Indonesian Banks
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Enhancing Financial Trading Strategies with Pattern Recognition: A Systematic Literature Review of Methods, Trend and Challenge
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Stock Market Forecasting: An Overview of Multi-Factor Approach Combining Technical Indicators, Support-Resistance Levels, and Chart Patterns
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Deep Ensemble Model for Stock Price Forecasting Using Technical Indicators and Bayesian Optimization
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Financial Pattern Recognition Using Feature Extraction and Classification
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IntelliTradeAI: A Tri-Signal Fusion Framework for Explainable AI-Powered Financial Market Prediction
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Stock Trading Strategy Based on RaV Exploration Mechanism with PPO-DBN Algorithm
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Quantitative study of candlestick pattern & identifying candlestick patterns using deep learning for the Indian stock market
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