Short-Term Price Prediction and the Selection of Indicators

Tanaka‐Yamawaki, Mieko; Tokuoka, Seiji; Awaji, Keita

doi:10.1143/ptps.179.17

Cited by 4 publications

(2 citation statements)

References 1 publication

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“…Existe um debate permanente quanto a se a Análise Técnica é eficiente em proporcionar resultados acima dos índices do mercado de ações ou não. Diversos trabalhos indicam resultados favoráveis ao seu poder de previsão da movimentação dos preços (BROCK; LAKONISHOK; LEBARON, 1992;OSLER;CHANG, 1995;AWAJI, 2009;LU;SHIU;LIU, 2012). No entanto, outros trabalhos concluíram que a Análise Técnica não traz vantagem ou resultados significativos em relação à estratégia denominada Comprar e Manter (SAFFI, 2003;ELLIS;PARBERY, 2005).…”

Section: Introductionunclassified

Uma Estratégia de Investimento Baseada na Divergência do Indicador MACD

Martins

Rodrigues

2018

RACEF

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This paper presents an investment strategy using the divergence pattern of the Moving Average Convergence -Divergence (MACD) Technical Analysis indicator. This pattern indicates trend reversals, signaling buying and selling times. A strategy based on the MACD indicator has been developed and applied to several historical US stock price series. In addition, the strategy was applied in a stock portfolio composed of the companies with the highest trading volume. These tests considered the period from 2003 to 2013. In most cases, positive and superior returns were obtained in comparison with the main stock market indices from the USA. It can be concluded, therefore, that the divergence pattern of the MACD indicator was efficient in considering reversals of stock price trends in the period considered.

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Section: Introductionunclassified

Uma Estratégia de Investimento Baseada na Divergência do Indicador MACD

Martins

Rodrigues

2018

RACEF

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“…In addition, we will focus on the prediction of the Spanish financial market using high-frequency intraday data, because agents and investors operating in these time periods need earliness in predictions, above all, together with accuracy (Tanaka-Yamawaki et al, 2009).…”

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confidence: 99%

Early prediction of Ibex 35 movements

Miranda‐García

Vargas

Mori

et al. 2022

Journal of Forecasting

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In this paper, we examine the early predictability of the market's directional movement using intraday high‐frequency data (695,764 observations) from an stock index (Ibex 35 Index) to provide, either private or institutional investors, an early warning system based on an “early indicator” of the financial market fluctuations with an optimal combination of the two more relevant variables for this strategy, accuracy, and earliness. A novel supervised machine learning early classification technique (Artificial Intelligence) has been applied, for the first time, to the high‐frequency time series of both price and certain technical indicators. The results obtained allow us to assert that the intraday movement of the Ibex 35 can be predicted with acceptable levels of accuracy 24 min after the start of the session and to establish certain informative intraday hourly patterns. Consequently, different indicators of precision and earliness in the session are generated, obtaining that, after a certain point in the session, no gains in precision are generated.

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Stock price prediction using machine learning on least-squares linear regression basis

Emioma

Edeki

2021

J. Phys.: Conf. Ser.

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Predicting the future of a stock price is a difficult task due to the high level of randomness in the movement of prices. This research aims to use a machine-learning algorithm to estimate the closing stock price of a dataset to help aid in the prediction of stock prices leading to higher accuracy in prediction. The intention of the model is for it to be used as a day trading guide. The algorithm being used is called the least-squares linear regression model. It takes in a dependent variable, in this case, would be our closing price of the stock and an independent variable, which is the day each stock price was recorded.

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Short-Term Price Prediction and the Selection of Indicators

Cited by 4 publications

References 1 publication

Uma Estratégia de Investimento Baseada na Divergência do Indicador MACD

Uma Estratégia de Investimento Baseada na Divergência do Indicador MACD

Early prediction of Ibex 35 movements

Stock price prediction using machine learning on least-squares linear regression basis

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