نتایج جستجو برای: exponential moving average ema

تعداد نتایج: 531976  

Journal: :journal of optimization in industrial engineering 2011
sadigh raissi mohammad reza zakkizade

in this study, we focused on tehran stock exchange market analysis based on applying moving average rules. the tehran stock exchange in the middle east has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. in an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

2014
A. J. Lawrance A. J. Lawrence P. A. W. Lewis

A construction is given for a stationary sequence of random variables {X.} which have exponential marginal distributions and are random linear combinations of order one of an i.i.d. exponential sequence {e.}. The Joint and trivariate exponential distributions of X.,, X. and X... are studied, as well as the Intensity function, point spectrum and variance time curve for the point process which ha...

Journal: :JOIN (Jurnal Online Informatika) 2023

This research paper proposes a novel method, Exponential Moving Average Long Short-Term Memory (EMA LSTM), for multi-step vector output prediction of time series data using deep learning. The method combines the LSTM with exponential moving average (EMA) technique to reduce noise in and improve accuracy prediction. compares performance EMA other commonly used learning models, including LSTM, GR...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه الزهراء - دانشکده علوم اجتماعی و اقتصادی 1390

بررسی تطبیقی بازده حاصل از کاربرد تحلیل های تکنیکال و روش خرید و نگهداری در بورس اوراق بهادار تهران چکیده در این پژوهش بازدهی حاصل از روش های تجزیه و تحلیل تکنیکی و روش خرید و نگهداری در فرض قابل پیش بینی بودن قیمت ها و عدم وجود شکل ضعیف فرضیه بازار کارا که توسط فاما در سال 791 مطرح گردیده است ، فعالیت میکند . در این مطالعه چهار روش از پر کاربردترین و معتبر ترین روش های تحلیل تکنیکی مورد بر...

Journal: :Journal of Intelligence and Information Systems 2016

2013
Ioana-Andreea Boboc Mihai-Cristian Dinică

The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average Convergence Divergence (MACD), Relative Strength Index (RSI) and Filter that gives buying and selling recommendations to investors. The algori...

2015
Abdorrahman Haeri Seyed Morteza Hatefi Kamran Rezaie

The goal of this paper is forecasting direction (increase or decrease) of EURJPY exchange rate in a day. For this purpose five major indicators are used. The indicators are exponential moving average (EMA), stochastic oscillator (KD), moving average convergence divergence (MACD), relative strength index (RSI) and Williams %R (WMS %R). Then a hybrid approach using hidden Markov models and CART c...

Journal: :TELKOMNIKA (Telecommunication Computing Electronics and Control) 2017

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