کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
385596 660868 2011 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 38, Issue 9, September 2011, Pages 11489–11500
نویسندگان
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