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
Abstract
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 ...
Subjects
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
Communities
Digital Humanities and Cultural Heritage
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