Paper Info
Title
A technical analysis expert system in the stock market.
Abstract
In order to build a technical analysis expert system for judging which names should be bought in stock market, knowledge representation is discussed. The expertise comes from two kinds of knowledge: Granville's Laws from the USA and heuristics relevant to the chart indigenous to Japan. The hit rate for buying is evaluated by means of checking that selected names increase more than five per cent through two months after the point of time when the expert system judged buying. Using past real stock price data, the experiment shows that the hit rate was 53.1 per cent on the average.
Year
DOI
Venue
1989
10.1016/0167-739X(89)90016-2
Future Generation Comp. Syst.
Keywords
Field
DocType
technical analysis,expert system
Hit rate,Knowledge representation and reasoning,Indigenous,Computer science,Expert system,Operations research,Heuristics,Chart,Stock market,Technical analysis,Distributed computing
Journal
Volume
Issue
ISSN
5
1
0167-739X
Citations 
PageRank 
References 
1
0.45
1
Authors
1
Name
Order
Citations
PageRank
T. Yamaguchi110.78