publication . Part of book or chapter of book . Conference object . Article . 2010

Improving Trading Systems Using the RSI Financial Indicator and Neural Networks

Rodri Guez-Gonza Lez, A.; Guldri S-Iglesias, F.; Ricardo Colomo-Palacios; Gomez-Berbis, J. M.; Jimenez-Domingo, E.; Alor-Hernandez, G.; Posada-Gomez, R.; Cortes-Robles, G.;
Open Access
  • Published: 12 Aug 2010
  • Publisher: Springer Berlin Heidelberg
  • Country: Spain
Proceedings of: 11th International Workshop on Knowledge Management and Acquisition for Smart Systems and Services (PKAW 2010), 20 August-3 September 2010, Daegu (Korea) Trading and Stock Behavioral Analysis Systems require efficient Artificial Intelligence techniques for analyzing Large Financial Datasets (LFD) and have become in the current economic landscape a significant challenge for multi-disciplinary research. Particularly, Trading-oriented Decision Support Systems based on the Chartist or Technical Analysis Relative Strength Indicator (RSI) have been published and used worldwide. However, its combination with Neural Networks as a branch of computational ...
free text keywords: Neural networks, RSI financial indicator, Informática, Machine learning, computer.software_genre, computer, Computer science, Technical analysis, Finance, business.industry, business, Relative strength index, Artificial intelligence, Decision support system, Data mining, Artificial neural network, Architecture, Behavioral analysis, Computational intelligence
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