| Presentation | 2007-03-06 A Study on GA based generation of the technical patterns in financial markets Junichi ENDOU, Takao SASAKI, Hisamichi TOYOSHIMA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In the time series data forecast of financial markets, there is a method to use chart formation that is called a technical pattern. Technical patterns include various patterns such as double top and so on, and finding such patterns in the real chart can help forecast the trend. These patterns are often recognized visually, and so they are not suited for mechanical forecast by computers. Moreover, there are not so many studies concerning the probability of the specific price move in the specific period. This research recognizes patterns mechanically, and proposes the method of generating technical patterns that can reach the specific price target within the specific period by using genetic algorithm. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Technical Analysis / Technical Pattern / Genetic Algorithm |
| Paper # | CAS2006-104,SIP2006-205,CS2006-121 |
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| Conference Information | |
| Committee | SIP |
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| Conference Date | 2007/2/27(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Signal Processing (SIP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Study on GA based generation of the technical patterns in financial markets |
| Sub Title (in English) | |
| Keyword(1) | Technical Analysis |
| Keyword(2) | Technical Pattern |
| Keyword(3) | Genetic Algorithm |
| 1st Author's Name | Junichi ENDOU |
| 1st Author's Affiliation | Faculty of Engineering, Kanagawa University() |
| 2nd Author's Name | Takao SASAKI |
| 2nd Author's Affiliation | Faculty of Engineering, Kanagawa University |
| 3rd Author's Name | Hisamichi TOYOSHIMA |
| 3rd Author's Affiliation | Faculty of Engineering, Kanagawa University |
| Date | 2007-03-06 |
| Paper # | CAS2006-104,SIP2006-205,CS2006-121 |
| Volume (vol) | vol.106 |
| Number (no) | 570 |
| Page | pp.pp.- |
| #Pages | 4 |
| Date of Issue | |