A modern neural network model to do stock market timing on the basis of the ancient investment technique of Japanese Candlestick

By Milad Jasemi, Ali Mohammad Kimiagari, Azizollah Memariani. 2011

69 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Economics and Econometrics, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Sercan Karaoglu
2. Ugur Arpaci
3. Serkan Ayvaz

In Economics and Econometrics

1. Sercan Karaoglu
2. Ugur Arpaci
3. Serkan Ayvaz
4. Omer Berat Sezer
5. A. Ozbayoglu
6. M. Ugur Gudelek

In Management Science and Operations Research

1. Sercan Karaoglu
2. Ugur Arpaci
3. Serkan Ayvaz
4. M. Ugur Gudelek
5. Omer Berat Sezer
6. A. Ozbayoglu

Citations in the corpus

• A Deep Learning Approach for Optimization of Systematic Signal Detection in Financial Trading Systems with Big Data (2017, background): “Some studies have focused on the regression models [3], [11], [12].”