The predictive power of price patterns

DOI10.1080/135048698334637MaRDI QIDQ4541563zbMATH OpenOpenAlexFDO

Authors Gunduz Caginalp, H. Laurent

Publication date 4 September 2002

Published in Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/135048698334637

zbMATH Keywords

candlestick patternsstatistical testtrading rule

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Trade models (91B60)

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Cites work

• Distinguishing random and deterministic systems: Abridged version
• Do People Rely on the Self-Interested Maximization of Others? An Experimental Test
• Games of perfect information, predatory pricing and the chain-store paradox
• Refinements of the Nash equilibrium concept

Cited in

(16)

• Predictable and profitable price patterns:
• A structured financial statement analysis and the direct prediction of stock prices in Korea
• Market timing: a test of a charting heuristic
• Forecasting US stock market returns: a Japanese candlestick approach
• The identification of price jumps
• \(n\)-tuple S\&P patterns across decades, 1950--2011
• scientific article; zbMATH DE number 2175084 (Why is no real title available?)
• Correlation estimation using components of Japanese candlesticks
• Predictability of shapes of intraday price curves
• Charting patterns on price history
• A computational definition of financial randomness
• Short-Term Price Prediction and the Selection of Indicators
• The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
• scientific article; zbMATH DE number 5039470 (Why is no real title available?)
• FOREX rate prediction improved by Elliott waves patterns based on neural networks
• A model of portfolio optimization using time adapting genetic network programming

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