Automate the identification of technical patterns: a K-nearest-neighbour model approach
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DOI: 10.1080/00036846.2017.1383596
Abstract: ABSTRACT To explore profitable patterns in historical stock prices, ordinarily a promising pattern is selected by rule of thumb, and then its performance is verified by comparing the conditional return of the pattern with the… read more here.
Keywords: patterns nearest; identification technical; nearest neighbour; technical patterns ... See more keywords