In this paper we propose and validate a trading rule based on flag pattern recognition,
incorporating important innovations with respect to the previous research. Firstly, we …

Trading strategies can be divided into two categories, ie, those with momentum
characteristic and those that appear contrarian. The characteristics of trading strategies have …

Intraday trading rules require accurate information about the future short term market
evolution. For that reason, next-day market trend prediction has attracted the attention of …

With the advancement of prediction methods in the field of artificial intelligence, accurate
price predictions can effectively support financial portfolio selection. This paper proposes an …

Profits can be made from a trading strategy where long or short positions are placed in
advance, based on the ability to forecast a future stock price or index, such as the closing or …

Due to the complexity and volatility of stock market trading, there are still some issues in the
existing prediction methods, including the processing of data noise, inexplicable selection of …

To determine an appropriate trading time for buying or selling stocks is always a difficult
task. The common way to deal with it is using trading strategies formed by technical or …

Money management is one of the most important issues in financial trading. Many skills of
money managements are based on the Kelly criterion, which is a theoretical optimization of …

Advanced pattern recognition algorithms have been historically designed in order to mitigate
the problem of subjectivity that characterises technical analysis (also known as 'charting') …

Finding useful portfolios that could be a portfolio of trading strategy or a stock portfolio from
financial datasets is always an attractive research topic due to the nature of financial …