2021
DOI: 10.1016/j.mlwa.2021.100182
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Technical indicators for energy market trading

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Cited by 8 publications
(3 citation statements)
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“…Here, each tree is constructed separately from the others. The data is then classified using a majority vote across all trees, with Gini impurity serving as the function to measure the quality of the split at each node [32]. The Gini impureness at a given node N is defined as: ๐‘ฎ(๐‘ต) = ๐Ÿ โˆ’ (๐‘ท ๐Ÿ ) ๐Ÿ โˆ’ (๐‘ท โˆ’๐Ÿ ) ๐Ÿ (10) where Pi is the proportion of the population with class label i.…”
Section: -Related Workmentioning
confidence: 99%
See 1 more Smart Citation
“…Here, each tree is constructed separately from the others. The data is then classified using a majority vote across all trees, with Gini impurity serving as the function to measure the quality of the split at each node [32]. The Gini impureness at a given node N is defined as: ๐‘ฎ(๐‘ต) = ๐Ÿ โˆ’ (๐‘ท ๐Ÿ ) ๐Ÿ โˆ’ (๐‘ท โˆ’๐Ÿ ) ๐Ÿ (10) where Pi is the proportion of the population with class label i.…”
Section: -Related Workmentioning
confidence: 99%
“…( 5), where R is the traffic flow for the most recent period, D is the smoothing constant equal to 2/(nu+1), nu is the number of traffic flows in the SMA estimated by EMA, and EMAu is the EMA for traffic flows in the past, by using the equation 5 below: ๐ธ๐‘€๐ด = (๐‘… โˆ’ ๐ธ๐‘€๐ด ๐‘ข ) * ๐ท + ๐ธ๐‘€๐ด ๐‘ข (5) โ€ข Relative strength index (RSI): The normalized current flow is a percentage between (0-100). The name of this oscillator is deceptive because it does not make comparisons between instruments; rather, it depicts the current flow in terms of how it compares to pieces that have been produced within the chosen lookback window length [32]. The equation for the RSI is (6).…”
Section: Feature Extraction From Datamentioning
confidence: 99%
“…Although technical analysis is widely employed in stock trading, its relevance extends to other financial markets, including energy commodities like crude oil, natural gas, and electricity [5,6]. Despite the complexity of energy and financial markets, which are subject to influences such as geopolitical shifts, supply-demand imbalances, weather variations, and technological innovations, technical analysis remains a valuable tool for deciphering market patterns [7] and guiding strategic trading choices [8].…”
Section: Introductionmentioning
confidence: 99%