We back-test a pattern-based heuristic from stock market technical analysis on price and volume time series data for Alcoa Aluminum Company’s common stock. Promising results are obtained using a pattern matching approach implemented with spreadsheet technology. Improvement in these results are attained through the application of neural networks and genetic algorithms. Results are confirmed statistically.
CITATION STYLE
Leigh, W., Odisho, E., Paz, N., & Paz, M. (2000). Progress report: Improving the stock price forecasting performance of the bull flag heuristic with genetic algorithms and neural networks. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 1821, pp. 617–622). Springer Verlag. https://doi.org/10.1007/3-540-45049-1_74
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