International Journal of Theoretical and Applied Finance F Neural Networks for Technical Analysis: a Study on Klci


This paper presents a study of artiicial neural nets for use in stock index forecasting. The data from a major emergingmarket, Kuala Lumpur Stock Exchange, are applied as a case study. Based on the rescaled range analysis, a backpropagation neural network is used to capture the relationship between the technical indicators and the levels of the index in the… (More)

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