Investment decision making by using fuzzy candlestick pattern and genetic algorithm

@article{Lee2011InvestmentDM,
  title={Investment decision making by using fuzzy candlestick pattern and genetic algorithm},
  author={Chiung-Hon Leon Lee and Yi-Ching Liaw and Lindroos Hsu},
  journal={2011 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2011)},
  year={2011},
  pages={2696-2701}
}
This paper proposed an approach to extract fuzzy candlestick patterns from financial time series and select a set of patterns for investment decision making. The candlestick chart in stock market is a widely used technical analysis model. The investor observes the candlestick chart and makes investment decisions by identifying patterns in the chart. We use fuzzy linguistic variables to model candlestick chart and extract patterns from the chart. A Genetic algorithm based approach is used to… CONTINUE READING

References

Publications referenced by this paper.
SHOWING 1-5 OF 5 REFERENCES

and Wen-Sung Chen

  • C.H.L Lee, A. Liu
  • "Pattern Discovery of Fuzzy Time Series for…
  • 2006
1 Excerpt

Contemporary Investments—Analysis And Management

  • J.C.P. Shieh
  • Taipei, Taiwan, Best-Wise,pp. 317-431
  • 1998
1 Excerpt