"Left Shoulder" Detection in Korea Composite Stock Price Index Using an Auto-Associative Neural Network
暂无分享,去创建一个
We propose a neural network based "left shoulder" detector. The auto-associative neural network was trained with the "left shoulder" patterns obtained from the Korea Composite Stock Price Index, and then tested out-of-sample with a reasonably good result. A hypothetical investment strategy based on the detector achieved a return of 124% in comparison with 39% return from a buy and hold strategy.
[1] Sungzoon Cho,et al. Web-Based Keystroke Dynamics Identity Verification Using Neural Network , 2000, J. Organ. Comput. Electron. Commer..
[2] Christopher M. Bishop,et al. Neural networks for pattern recognition , 1995 .
[3] 韓国証券取引所. Korea Stock Exchange , 1990 .
[4] Jaideep Srivastava,et al. Event detection from time series data , 1999, KDD '99.