ARTIFICIAL INTELLIGENCE IN STOCK PATTERNS RECOGNITION

摘要：

Artificial Intelligence in forecasting has attracted a lot of research interests in time series data sequence, especially in stock market and other financial derivatives market. The paper brings a new insight in how to set criteria for stock patterns detections and how to screen out the acceptable candidates from more than 10,000 stocks in U. S. stock market. The system we designed is called Intelligent Stock Selector System( ISSS), a rule-based expert system which is integrated with an efficient generic algorithm to do backward screening for acceptable chart patterns(e.g. Cup with Handle). The contribution of this research is to facilitate pattern recognition modeling system design for extensive forecasting and research purpose.

关键词： Artificial Intelligence Expert System Generic Algorithm pattern recognition time series forecasting stock

作者: Zhong Qiang Gao Jingmiao Li Dan

作者单位: College of Economic and Management,Tianjin Professional University, Tianjin, P. R. China Dept. of Computer Science and Information Systems,Texas A&M University - Commerce, USA

会议类型: 国际会议

会议名称: The Second China and U.S. Advanced Workshop in Electronic Commerce 2004

会议地点: 成都

会议语种:英文

页码: 367-372

在线出版日期: 2004-06-20（万方平台首次上网日期，不代表论文的发表时间）