Mathematics 08 01301 V2

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File: Mathematics 08 01301 V2

mathematics article anonlineartechnicalindicatorselectionapproach for stock markets application to the chinese stockmarket gerardoalfonso1 2 anddanielr ramirez2 1 shenwan hongyuansecuritiesco ltd sws shanghai200031 china 2 departamentodeingenieriadesistemasyautomatica universidaddesevilla 41092sevilla spain dani us es ...

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...Mathematics article anonlineartechnicalindicatorselectionapproach for stock markets application to the chinese stockmarket gerardoalfonso anddanielr ramirez shenwan hongyuansecuritiesco ltd sws shanghai china departamentodeingenieriadesistemasyautomatica universidaddesevilla sevilla spain dani us es correspondence ga cantab net received july accepted august published abstract in this paper we present a combinatorial nonlinear technical indicator approach identication of appropriate combinations indicators as inputs non linear models is illustrated with example indexes and different using neural networks chosen method market can generate contradictory signals regarding future performance analyzed furthermore some methods such have poor generalization power when dealing problems high dimensionality due issue local minima therefore approaches that identify input variables are clear importance it will be shown proposed networksasclassiers generates error rates lower than those directly wit...

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Posted on: 20 Aug 2022 | 4 years ago
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