The application of the self-organizing map, the k-means algorithm and the multi-layer perceptron to the detection of technical trading patterns

J P Marney, Heather Tarbert, Jos Koetsier, Marco G D Guidi

Research output: Contribution to journalArticle

Abstract

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.
Original languageEnglish
Pages (from-to)1009-1019
JournalApplied Financial Economics
Volume18
Issue number12
DOIs
Publication statusPublished - 2008

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