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 contributionpeer-review

19 Citations (Scopus)

Abstract

Forecasting stock price directional movements using technical indicators: investigating window size effects on one-step-ahead forecasting
Original languageEnglish
Title of host publicationUnknown Host Publication
PublisherIEEE
Pages341-348
Number of pages8
Publication statusPublished (in print/issue) - 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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