The application of the self-organizing map, the k-means algorithm and the multi-layer perceptron to the detection of technical trading patterns

J. P. Marney, Heather Tarbert, Jos Koetsier and Marco Guidi

Applied Financial Economics, 2008, vol. 18, issue 12, 1009-1019

Abstract: A number of neural network techniques, namely multi-layer perceptron, k-means algorithm and the self-organizing map are applied to the detection of technical trading patterns within stock markets. We do not find exploitable information content and it is concluded that there are no significant patterns in any of the data analysed.

Date: 2008
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DOI: 10.1080/09603100701367385

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