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Improving trading systems using the RSI financial indicator and neural networks. (English)
Kang, Byeong-Ho (ed.) et al., Knowledge management and acquisition for smart systems and services. 11th international workshop, PKAW 2010, Daegue, Korea, August 20 ‒ September 3, 2010. Proceedings. Berlin: Springer (ISBN 978-3-642-15036-4/pbk). Lecture Notes in Computer Science 6232. Lecture Notes in Artificial Intelligence, 27-37 (2010).
Summary: Trading and Stock Behavioral Analysis Systems require efficient Artificial Intelligence techniques for analyzing Large Financial Datasets (LFD) and have become in the current economic landscape a significant challenge for multi-disciplinary research. Particularly, Trading-oriented Decision Support Systems based on the Chartist or Technical Analysis Relative Strength Indicator (RSI) have been published and used worldwide. However, its combination with Neural Networks as a branch of computational intelligence which can outperform previous results remain a relevant approach which has not deserved enough attention. In this paper, we present the Chartist Analysis Platform for Trading (CAST, in short) platform, a proof-of-concept architecture and implementation of a Trading Decision Support System based on the RSI and Feed-Forward Neural Networks (FFNN). CAST provides a set of relatively more accurate financial decisions yielded by the combination of Artificial Intelligence techniques to the RSI calculation and a more precise and improved upshot obtained from feed-forward algorithms application to stock value datasets.
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