| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 979558 | Physica A: Statistical Mechanics and its Applications | 2007 | 9 Pages |
Abstract
We examine the effectiveness of frequently used technical indicators for intra-day forecast by applying them on the tick data of various stock prices. We show that the optimal combination of a few indicators chosen for each stock by using evolutional computation provides us a good forecast on the level of the future price at several ticks ahead.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Mieko Tanaka-Yamawaki, Seiji Tokuoka,