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Statements

Subject Item
n2:RIV%2F00216275%3A25530%2F13%3A39896474%21RIV14-MSM-25530___
rdf:type
skos:Concept n15:Vysledek
dcterms:description
Chart Pattern recognition is one of the keystone of Technical Analysis, discipline that concentrates all methods of market development evaluation. Graphical formations such as Head and Shoulders, Flag or Triangle are usually detected only visually by experts long after their appearance. The aim of presented contribution is introduction of new automatic algorithm for Head and Shoulders Pattern (HaSP) detection. The algorithm is based on nonlinear function approximation and statistical estimation of unknown parameters. Whole procedure is tested in Case Study consisting long time series of Dow Jones average indexes. In the end, the successfulness of different market strategies is tested by statistical analysis of percentage profit. Results show that pattern appearance does not have significant effect on prices development. Chart Pattern recognition is one of the keystone of Technical Analysis, discipline that concentrates all methods of market development evaluation. Graphical formations such as Head and Shoulders, Flag or Triangle are usually detected only visually by experts long after their appearance. The aim of presented contribution is introduction of new automatic algorithm for Head and Shoulders Pattern (HaSP) detection. The algorithm is based on nonlinear function approximation and statistical estimation of unknown parameters. Whole procedure is tested in Case Study consisting long time series of Dow Jones average indexes. In the end, the successfulness of different market strategies is tested by statistical analysis of percentage profit. Results show that pattern appearance does not have significant effect on prices development.
dcterms:title
Automatic head and shoulders pattern recognition using nonlinear statistical modelling Automatic head and shoulders pattern recognition using nonlinear statistical modelling
skos:prefLabel
Automatic head and shoulders pattern recognition using nonlinear statistical modelling Automatic head and shoulders pattern recognition using nonlinear statistical modelling
skos:notation
RIV/00216275:25530/13:39896474!RIV14-MSM-25530___
n15:predkladatel
n16:orjk%3A25530
n3:aktivita
n11:S
n3:aktivity
S
n3:dodaniDat
n8:2014
n3:domaciTvurceVysledku
n6:3154408 n6:3487520 n6:1528424
n3:druhVysledku
n13:D
n3:duvernostUdaju
n5:S
n3:entitaPredkladatele
n21:predkladatel
n3:idSjednocenehoVysledku
62610
n3:idVysledku
RIV/00216275:25530/13:39896474
n3:jazykVysledku
n18:eng
n3:klicovaSlova
Technical analysis, Chart patterns, Market Strategies, Nonlinear approximation, Regression model, Linearization, Index of determination.
n3:klicoveSlovo
n4:Nonlinear%20approximation n4:Chart%20patterns n4:Regression%20model n4:Linearization n4:Market%20Strategies n4:Index%20of%20determination. n4:Technical%20analysis
n3:kontrolniKodProRIV
[B06E0929E11B]
n3:mistoKonaniAkce
Bratislava
n3:mistoVydani
Bratislava
n3:nazevZdroje
APLIMAT 2013, 12th Conference on Applied Mathematics, Proceedings
n3:obor
n20:BB
n3:pocetDomacichTvurcuVysledku
3
n3:pocetTvurcuVysledku
3
n3:rokUplatneniVysledku
n8:2013
n3:tvurceVysledku
Marek, Jaroslav Mejznar, Jakub Heckenbergerová, Jana
n3:typAkce
n14:EUR
n3:zahajeniAkce
2013-02-05+01:00
s:numberOfPages
11
n9:hasPublisher
Slovenská technická univerzita v Bratislave
n17:isbn
978-80-227-3865-1
n7:organizacniJednotka
25530