東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

A trading strategy based on MYCIN's ...

Al-Jasim, Seemaa Mohammed Taller Sultan.

Linked to FindBook

Google Book

Amazon

博客來

A trading strategy based on MYCIN's certainty factor model.

Record Type:	Electronic resources : Monograph/item
Title/Author:	A trading strategy based on MYCIN's certainty factor model./
Author:	Al-Jasim, Seemaa Mohammed Taller Sultan.
Description:	44 p.
Notes:	Source: Masters Abstracts International, Volume: 55-01.
Contained By:	Masters Abstracts International55-01(E).
Subject:	Computer science. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1526724
ISBN:	9781339095950

A trading strategy based on MYCIN's certainty factor model.
Al-Jasim, Seemaa Mohammed Taller Sultan.

A trading strategy based on MYCIN's certainty factor model. - 44 p.

Source: Masters Abstracts International, Volume: 55-01.

Thesis (M.S.)--California State University, Fullerton, 2015.

The key issues for decision making in stock market are what the best stock to trade and when the best time for trading. Many approaches have been used by investors to predict in stock market. One of the most affective approaches is using technical indicators. Although using technical indicators is useful to help the traders in predicting to buy or sell, sometimes wrong interpretation of the technical indicators can cause real loss. In this work, comprehensive results of a study on various technical indicators, which have been effective on selling and buying decisions in stock markets, are provided. Understanding how to compute those technical indicators and the purpose of each indicator also are presented in this work.

ISBN: 9781339095950Subjects--Topical Terms:

523869
Computer science.

A trading strategy based on MYCIN's certainty factor model.
LDR:02575nmm a2200301 4500 001 2068623
005 20160428074910.5
008 170521s2015 ||||||||||||||||| ||eng d
020 $a 9781339095950
035 $a (MiAaPQ)AAI1526724
035 $a AAI1526724
040 $a MiAaPQ $c MiAaPQ
100 1 $a Al-Jasim, Seemaa Mohammed Taller Sultan. $3 3183579
245 1 2 $a A trading strategy based on MYCIN's certainty factor model.
300 $a 44 p.
500 $a Source: Masters Abstracts International, Volume: 55-01.
500 $a Adviser: Christopher T. Ryu.
502 $a Thesis (M.S.)--California State University, Fullerton, 2015.
520 $a The key issues for decision making in stock market are what the best stock to trade and when the best time for trading. Many approaches have been used by investors to predict in stock market. One of the most affective approaches is using technical indicators. Although using technical indicators is useful to help the traders in predicting to buy or sell, sometimes wrong interpretation of the technical indicators can cause real loss. In this work, comprehensive results of a study on various technical indicators, which have been effective on selling and buying decisions in stock markets, are provided. Understanding how to compute those technical indicators and the purpose of each indicator also are presented in this work.
520 $a This work is divided into two main sections, The first one includes calculating ten technical indicators for the 30 companies of Dow Jones historical data (2013-2014) that obtained from Google finance to find buy and sell signals. For each technical indicator monthly return regardless of buy signal and monthly return upon buy signal are calculated and used as evidences to help making decisions for trading. Then four technical indicators that have high certainty factor value are combined. In the second section, annual return, volatility, excess return, maximum drawdown, and sharpe ratio metrics are computed for backtesting to verify the trading results. These backtesting metrics are calculated for the all 30 companies of Dow Jones when the combined technical indicators show. a trade signal. Finally and according to the baektesting results, the presented approach that uses the MYCIN's certainty factor model can be used as an effective trading strategy.
590 $a School code: 6060.
650 4 $a Computer science. $3 523869
650 4 $a Commerce-Business. $3 3168423
650 4 $a Economics. $3 517137
690 $a 0984
690 $a 0505
690 $a 0501
710 2 $a California State University, Fullerton. $3 1017845
773 0 $t Masters Abstracts International $g 55-01(E).
790 $a 6060
791 $a M.S.
792 $a 2015
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1526724