Prediction of Trend Reversals in Stock Market by Classification of Japanese Candlesticks

被引：4

作者：

Chmielewski, Leszek J. ^{[1
]}

Janowicz, Maciej ^{[1
]}

Orlowski, Arkadiusz ^{[1
]}

机构：

[1] Warsaw Univ Life Sci SGGW, Fac Appl Informat & Math WZIM, Ul Nowoursynowska 159, PL-02775 Warsaw, Poland

来源：

PROCEEDINGS OF THE 9TH INTERNATIONAL CONFERENCE ON COMPUTER RECOGNITION SYSTEMS, CORES 2015 | 2016年 / 403卷

关键词：

Clustering; K-means; Trend reversals; Japanese candlesticks; RULES;

D O I：

10.1007/978-3-319-26227-7_60

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

K-means clustering algorithm has been used to classify patterns of Japanese candlesticks which accompany the approach to trend reversals in the prices of several assets registered in the Warsaw stock exchange (GPW). It has been found that the trend reversals seem to be preceded by specific combinations of candlesticks with notable frequency. Surprisingly, the same patterns appear in both "bullish" and "bearish" trend reversals. The above findings should stimulate further studies on the problem of applicability of the so-called technical analysis in the stock markets.

引用

页码：641 / 647

页数：7

共 15 条

[1] SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS [J].