کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
385596 | 660868 | 2011 | 12 صفحه PDF | دانلود رایگان |

Stock price predictions have been a field of study from several points of view including, among others, artificial intelligence and expert systems. For short-term predictions, the technical indicator relative strength indicator (RSI) has been published in many papers and used worldwide.CAST is presented in this paper. CAST can be seen as a set of solutions for calculating the RSI using artificial intelligence techniques. The improvement is based on the use of feedforward neural networks to calculate the RSI in a more accurate way, which we call the iRSI. This new tool will be used in two scenarios. In the first, it will predict a market – in our case, the Spanish IBEX 35 stock market. In the second, it will predict single-company values pertaining to the IBEX 35. The results are very encouraging and reveal that the CAST can predict the given market as a whole along with individual stock pertaining to the IBEX 35 index.
► Technical analysis improved by neural networks is a powerful tool for evaluating stock prices.
► iRSI as a revisited RSI provide encouraging results in stock prediction.
► CAST produces remarkable results in spaniard IBEX 35 index.
Journal: Expert Systems with Applications - Volume 38, Issue 9, September 2011, Pages 11489–11500