Technical Analysis for Algorithmic Pattern Recognition

• Main Authors: Tsinaslanidis, Prodromos E. (Author), Zapranis, Achilleas D. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Subjects: Finance.; Pattern recognition.; Economics, Mathematical.; Statistics.; Econometrics.; Macroeconomics.; Finance, general.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Pattern Recognition.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.

The main purpose of this book is to resolve deficiencies and limitations that currently exist when using Technical Analysis (TA). Particularly, TA is being used either by academics as an “economic test” of the weak-form Efficient Market Hypothesis (EMH) or by practitioners as a main or supplementary...

Table of Contents:

• Technical Analysis
• Preprocessing Procedures
• Assessing the Predictive Performance of Technical Analysis
• Horizontal Patterns
• Zigzag Patterns
• Circular Patterns
• Technical Indicators
• A Statistical Assessment
• Dynamic Time Warping for Pattern Recognition.