A number of neural network techniques, namely multi-layer perceptron, k-means algorithm and the self-organizing map are applied to the detection of technical trading patterns within stock markets. We do not find exploitable information content and it is concluded that there are no significant patterns in any of the data analysed.
|Number of pages||11|
|Journal||Applied Financial Economics|
|Publication status||Published - 1 Jul 2008|
- technical trading patterns