Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method

W Huang, H Wang, H Qin, Y Wei, J Chevallier - Energy Economics, 2022 - Elsevier
This paper develops an open-high-low-close (OHLC) data forecasting framework to forecast
EUA futures price based on EU ETS data and extended exogenous variables from 2013 to …

Stock trend prediction using candlestick charting and ensemble machine learning techniques with a novelty feature engineering scheme

Y Lin, S Liu, H Yang, H Wu - IEEE Access, 2021 - ieeexplore.ieee.org
Stock market forecasting is a knotty challenging task due to the highly noisy, nonparametric,
complex and chaotic nature of the stock price time series. With a simple eight-trigram feature …

Encoding candlesticks as images for pattern classification using convolutional neural networks

JH Chen, YC Tsai - Financial Innovation, 2020 - Springer
Candlestick charts display the high, low, opening, and closing prices in a specific period.
Candlestick patterns emerge because human actions and reactions are patterned and …

[图书][B] Polska gospodarka w początkowym okresie pandemii COVID-19

K Czech, A Karpio, MW Wielechowski, T Woźniakowski… - 2020 - researchgate.net
Epidemie chorób zakaźnych nękają społeczeństwa od zarania dziejów i to one należą do
głównych przyczyn śmierci ludzi na całym świecie. Ostra choroba układu oddechowego …

Performance of technical analysis in growth and small cap segments of the US equity market

A Shynkevich - Journal of Banking & Finance, 2012 - Elsevier
A large universe of technical trading rules applied to a set of technology industry and small
cap sector portfolios over the 1995–2010 period yields superior predictability after adjusting …

Deep reinforcement learning stock market trading, utilizing a CNN with candlestick images

A Brim, NS Flann - Plos one, 2022 - journals.plos.org
Billions of dollars are traded automatically in the stock market every day, including
algorithms that use neural networks, but there are still questions regarding how neural …

High frequency momentum trading with cryptocurrencies

J Chu, S Chan, Y Zhang - Research in international business and finance, 2020 - Elsevier
Over the past few years, cryptocurrencies have increasingly been discussed as alternatives
to traditional fiat currencies. These digital currencies have garnered significant interest from …

Price trends and patterns in technical analysis: A theoretical and empirical examination

GC Friesen, PA Weller, LM Dunham - Journal of Banking & Finance, 2009 - Elsevier
While many technical trading rules are based upon patterns in asset prices, we lack
convincing explanations of how and why these patterns arise, and why trading rules based …

Improving stock trading decisions based on pattern recognition using machine learning technology

Y Lin, S Liu, H Yang, H Wu, B Jiang - PloS one, 2021 - journals.plos.org
PRML, a novel candlestick pattern recognition model using machine learning methods, is
proposed to improve stock trading decisions. Four popular machine learning methods and …

Profitable candlestick trading strategies—The evidence from a new perspective

TH Lu, YM Shiu, TC Liu - Review of Financial Economics, 2012 - Elsevier
This paper aims to investigate the profitability of two-day candlestick patterns by buying on
bullish (bearish) patterns and holding until bearish (bullish) patterns occur. Our data set …