Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting

Yauheniya Shynkevich, TM McGinnity, SA Coleman, Yuhua Li, Ammar Belatreche

Research output: Chapter in Book/Report/Conference proceedingConference contribution

11 Citations (Scopus)

Abstract

Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting
LanguageEnglish
Title of host publicationUnknown Host Publication
Pages341-348
Number of pages8
Publication statusPublished - 27 Mar 2014
EventIEEE Computational Intelligence for Financial Engineering and Economics - Canary Wharf, London
Duration: 27 Mar 2014 → …

Conference

ConferenceIEEE Computational Intelligence for Financial Engineering and Economics
Period27/03/14 → …

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Stock prices

Cite this

@inproceedings{77b308476fa14ec7b552084f31d0ef79,
title = "Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting",
abstract = "Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting",
author = "Yauheniya Shynkevich and TM McGinnity and SA Coleman and Yuhua Li and Ammar Belatreche",
year = "2014",
month = "3",
day = "27",
language = "English",
pages = "341--348",
booktitle = "Unknown Host Publication",

}

Shynkevich, Y, McGinnity, TM, Coleman, SA, Li, Y & Belatreche, A 2014, Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting. in Unknown Host Publication. pp. 341-348, IEEE Computational Intelligence for Financial Engineering and Economics, 27/03/14.

Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting. / Shynkevich, Yauheniya; McGinnity, TM; Coleman, SA; Li, Yuhua; Belatreche, Ammar.

Unknown Host Publication. 2014. p. 341-348.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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T1 - Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting

AU - Shynkevich, Yauheniya

AU - McGinnity, TM

AU - Coleman, SA

AU - Li, Yuhua

AU - Belatreche, Ammar

PY - 2014/3/27

Y1 - 2014/3/27

N2 - Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting

AB - Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting

M3 - Conference contribution

SP - 341

EP - 348

BT - Unknown Host Publication

ER -