Adaptive use of technical indicators for the prediction of intra-day stock prices

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.

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Year of publication:	2007
Authors:	Tanaka-Yamawaki, Mieko ; Tokuoka, Seiji
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 383.2007, 1, p. 125-133
Publisher:	Elsevier
Subject:	Prediction \| Itraday stock prices \| Technical indicators

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010873708