Cited by 186Financial Markets and Investment StrategiesStock Market Forecasting MethodsFinancial Analysis and Corporate Governance

Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data

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Cervelló-Royo, Roberto, Guijarro, Francisco, Michniuk, Karolina·2015·Expert Systems with Applications

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Crossref · 10.1016/j.eswa.2015.03.017

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Research works printed but not linked: 8

  1. Alexander, S. (1961). Price movement in speculative markets: trends or random walks. In P. Cootner (Eds.), The random character of stock market prices (pp. 199-218). Cambridge, Mass: MIT Press.
  2. Hansen, P. (2005). A test for superior predictive ability. Journal of Business and Economic Statistics, 23(4), 365-380.
  3. Jensen, M., Bennington, G. (1970). Random walks and technical theories: some additional evidences. Journal of Finance, 25(2), 469-482.
  4. Lo, A., Mamaysky, H., Wang, J. (2000). Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation. Journal of Finance, 55(4), 1705-1770.
  5. Marshall, B., Cahan, R., Cahan, J. (2008) Does intraday technical analysis in the US equity market have value? Journal of Empirical Finance, 15, 199-210.
  6. Neftci, S. (1991). Naive trading rules in financial markets and Weiner-Kolmogorov prediction theory: a study of technical analysis. Journal of Business, 64(4), 549-571.
  7. Ratner, M., Leal, R. (1999). Test of technical trading strategies in the emerging equity markets of Latin America and Asia. Journal of Banking and Finance, 23(12), 1887-1905.
  8. White, H. (2000). A reality check for data snooping. Econometrica, 68(5), 1097-1126.

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Authors
Cervelló-Royo, R., Guijarro, F., & Michniuk, K.
Affiliations
Universitat Politècnica de València (ES)
Corresponding author
Guijarro, Francisco
Venue
Expert Systems with Applications
Publisher
Elsevier BV
Published
2015-08
Volume
42
Issue
14
Pages
5963-5975
ISSN
0957-4174 (ISSN-L)
OpenAlex
W2074250525
Cited by
186
References
33
Citations by year
2026: 3 · 2025: 10 · 2024: 13 · 2023: 14 · 2022: 16 · 2021: 25 · 2020: 28 · 2019: 19 · 2018: 19 · 2017: 21 · 2016: 13 · 2015: 5
FWCI
37.01
Type
journal article
Language
en
Open access
Locations
  • Expert Systems with Applications (publishedVersion)
  • RiuNet (Universitat Politècnica de València) (submittedVersion, cc-by-nc-nd)
Topics
  • Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
  • Social Sciences › Business, Management and Accounting › Accounting › Financial Analysis and Corporate Governance
Keywords
trading rules, technical analysis, Dow Jones Industrial Average, intraday data, efficient market hypothesis, market efficiency, risk-adjusted returns, DAX, FTSE, stock market prediction, pattern recognition

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