The objective of technical trading is to identify profitable conditions for the entry and exit of market positions. This paper explores the potential use of three common momentum indicators to classify the outcome (return) of a position defined by trading signals of a Simple Moving Average system. The collection of positions associated with each randomly selected security was grouped into outco...

In this paper, we propose a hybrid machine learning system based on Genetic Algorithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators...

Whether one takes a qualitative or a quantitative approach, the techniques available are many and varied, and that complicates a systematic assessment of the usefulness of technical analysis. It comes as no wonder then, that empirical tests of specific trading rules and their attendant signals are often less than satisfactory tests of the efficiency of technical analysis in general, since trade...

Financial engineering such as trading decision is an emerging research area and also has great commercial potentials. A successful stock buying/selling generally occurs near price trend turning point. Traditional technical analysis relies on some statistics (i.e. technical indicators) to predict turning point of the trend. However, these indicators can not guarantee the accuracy of prediction i...

agriculture and its development is the foundation of development in iran as a developing country. so, it can be regarded as the foundation for economical and social development.the capabilities of agriculture sector are limited and its efficiency is trivial because of neglecting agricultural development and keeping its support just as a slogan. the transformation of agriculture to a developed, ...

this study was designed to present and compare iranian hospitals` performance applying ratio analysis technique.this cross-sectional survey was conducted to present an instant image of 139 iranian hospitals` performance status applying ratio analysis as one of the non parametric technical efficiency assessment methods in 2008. data was collected using nine dimensional questionnaires supported b...

identification and analysis of farmers’ vulnerability associated with their risk aversion degree is one of the necessary requirements for planning and reducing impacts of drought in iran. so, this study was investigated three risk vulnerability parameters (economic, social and technical) among wheat farmers categorized in accordance with their risk aversion degree in the mashhad county (iran) b...

The results of independent applications of a technical and a participatory approach to SIA are compared for an assessment of impacts of the proposed removal of hydroelectric dams to recover threatened and endangered salmon in the Pacific Northwest of the United States. The analysis focuses on empirical differences and similarities between the technical social analysis report (SAR) and the parti...

Since analysis of time series is so hard to do, a support vector machine can be more proper for the purpose of forecasting in field of stock market. The support vector machine (SVM) can explore suitable knowledge from so vague data, which usually is necessary to interpret the financial data. But single SVM cannot achieve accurate results. Subsequently, in this paper a combinational intelligent ...

Moving averages are one of the most popular and easy-to-use tools available to a technical analyst, and they also form the building blocks for many other technical indicators and overlays. Building a moving average (MA) model needs determining four factors of (1) approach of issuing signals, (2) technique of calculating MA, (3) length of MA, and (4) band. After a literature re...