The Stock Exchange is basically ruled by the extreme market sentiments of euphoria and fear. The type of sentiment is given by the color of the candlestick (white = bullish sentiments, black = bearish sentiments), meanwhile the intensity of the sentiment is given by the size of it. In this paper you will see that the intensity of any sentiment is astonishingly distributed in a robust, systemati...

Title: The Predictive Power of Candlestick Patterns Seminar date: 31 June 2016 Course: NEKH01 Bachelor Thesis

The volatility features of financial data would considerably change in different periods, that is one the main factors affecting applications machine learning quantitative trading. Therefore, to effectively distinguish fluctuation patterns markets can provide meaningful information for trading decision. In this article, a novel intelligent system based on deep fuzzy self-organizing map (DFSOM) ...

Abstract. This study is a case of changes in the prices nine pharmaceutical companies listed on ISSI for 2020 period or during Covid-19 pandemic. aims to provide recommendations investment decisions based technical analysis research topic. The population this stock price movement 2020. subject uses by combining three indicators, namely candlestick charts, moving average and Stochastic Oscillato...

The paper addresses the problem of using Japanese candlestick methodology to analyze stock or forex market data by neural nets. Self organizing maps are presented as tools for providing maps of known candlestick formations. They may be used to visualize these patterns, and as inputs for more complex trading decision systems. In that case their role is preprocessing, coding and pre-classificatio...

One of the most critical issues for wind energy exploitation is high variability resource, resulting in very difficult forecasting power that farms can grant. A vast literature has therefore been devoted to speed and quantitative forecasting, using different techniques. The widely used statistical learning models are based on a continuation future series’ past behaviour offer performance may be...

Many atomic physics laboratories rely on beams of alkali atoms for their experiments, for example in the atom optics and laser cooling communities. Rubidium is commonly used, due to the fortunate coincidence of the dipole resonant transition with the optimum output wavelength of low-cost AlGaAs semiconductor lasers. Suitable rubidium beams can easily be produced with effusive ovens, but many ex...

Using two sets of data, including daily prices (open, close, high and low) of all S&P 500 stocks between 1992 and 1996, we perform a satistical test of the predictive capability of candlestick patterns. Out-of-sample tests indicate statistical signiŽcance at the level of 36 standard deviations from the null hypothesis, and indicate a proŽt of almost 1% during a two-day holding period. An essent...

The decomposition-based vector autoregressive model (DVAR) provides a new framework for scrutinizing the efficiency of technical analysis in forecasting stock returns. However, its relationships with other technical indicators still remain unknown. This paper investigates the relationships of DVAR model with the Japanese Candlestick indicators using simulations, theoretical explanations and emp...