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

Mieko Tanaka-Yamawaki and Seiji Tokuoka

Physica A: Statistical Mechanics and its Applications, 2007, vol. 383, issue 1, 125-133

Abstract: 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.

Keywords: Prediction; Itraday stock prices; Technical indicators (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (15)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:383:y:2007:i:1:p:125-133

DOI: 10.1016/j.physa.2007.04.126

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