Predicting trend reversals using market instantaneous state
نویسندگان
چکیده
منابع مشابه
Prediction of Trend Reversals in Stock Market by Classification of Japanese Candlesticks
K-means clustering algorithm has been used to classify patterns of Japanese candlesticks which accompany 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 ...
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2014
ISSN: 0378-4371
DOI: 10.1016/j.physa.2014.02.044