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

Marney, J.P., Tarbert, H., Koetsier, J. and Guidi, M. (2008) The application of the self-organizing map, the k-means algorithm and the multi-layer perceptron to the detection of technical trading patterns. Applied Financial Economics, 18(12), pp. 1009-1119. (doi:10.1080/09603100701367385)

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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.

Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Guidi, Dr Marco
Authors: Marney, J.P., Tarbert, H., Koetsier, J., and Guidi, M.
Subjects:H Social Sciences > HB Economic Theory
College/School:College of Social Sciences > Adam Smith Business School > Accounting and Finance
Journal Name:Applied Financial Economics
ISSN:0960-3107

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