Utilization of NNs for Improving the Traditional Technical Analysis in the Financial Markets

  • Norio Baba
Conference paper

DOI: 10.1007/11893011_84

Part of the Lecture Notes in Computer Science book series (LNCS, volume 4253)
Cite this paper as:
Baba N. (2006) Utilization of NNs for Improving the Traditional Technical Analysis in the Financial Markets. In: Gabrys B., Howlett R.J., Jain L.C. (eds) Knowledge-Based Intelligent Information and Engineering Systems. KES 2006. Lecture Notes in Computer Science, vol 4253. Springer, Berlin, Heidelberg

Abstract

In this paper, we propose a new decision support system (DSS) for dealing stocks which improves the traditional technical analysis by using neural networks. In the proposed system, neural networks are utilized in order to predict the “Golden Cross” and the “Dead Cross” several weeks before they occur. Computer simulation results concerning the dealings in the “TOPIX” and the “Nikkei-225” confirm the effectiveness of the proposed system.

Keywords

neural networks traditional technical analysis golden cross dead cross TOPIX Nikkei-225 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Norio Baba
    • 1
  1. 1.Information ScienceOsaka Kyoiku UniversityKashiwara City, Osaka PrefectureJapan

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