| Reference: | [1] C. Ideenlabor, “Kanon der finanziellen Allgemeinbildung – Ein Memorandum”, in Frankfurt/Main: Commerzbank AG, 2003.
[2] K. Sachse, H. Jungermann and J. Belting, “Investment risk – The perspective of individual investors”, Journal of Economic Psychology, vol. 33, no. 3, pp. 437-447, 2012.
[3] Nosić and M. Weber, “How Riskily Do I Invest? The Role of Risk Attitudes, Risk Perceptions, and Overconfidence”, Decision Analysis, vol. 7, no. 3, pp. 282-301, 2010.
[4] J. D. Schwager, “fundamental analysis, technical analysis, trading, spreads, and options”, in A complete guide to the futures markets, John Wiley & Sons, 1984.
[5] C. Park and S. Irwin, “WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? ”, Journal of Economic Surveys, vol. 21, no. 4, pp. 786-826, 2007.
[6] J. Steidlmayer and K. Koy, Markets and market logic. Chicago: Porcupine Press, 1986.
[7] C. Yeh and C. H. Lien, “The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients”, Expert Systems with Applications, vol. 36(2), pp. 2473-2480, 2009.
[8] F. De Roon, T. Nijman and C. Veld, “Hedging Pressure Effects in Futures Markets”, The Journal of Finance, vol. 55, no. 3, pp. 1437-1456, 2000.
[9] J. de Jesús Rubio, “Stable Kalman filter and neural network for the chaotic systems identification”, Journal of the Franklin Institute, vol. 354, no. 16, pp. 7444-7462, 2017.
[10] Y. Yoon and G. Swales, “Predicting stock price performance: A neural network approach”, Proceedings of the 24th Annual Hawaii International Conference on System Sciences, Hawaii, vol. 4, pp. 156-162, 1991.
[11] R. R. Tsaih, “The softening learning procedure”, Mathematical and computer modelling, vol. 18, no. 8, pp. 61-64, 1993.
[12] R. H. Tsaih and T. C. Cheng, “A resistant learning procedure for coping with outliers”, Annals of Mathematics and Artificial Intelligence, vol. 57, no.2, pp. 161-180, 2009.
[13] C. C. Chen, Y. C. Kuo, C. H. Huang and A. P. Chen, “Applying market profile theory to forecast Taiwan Index Futures market”, Expert Systems with Applications, vol. 41, no. 10, pp. 4617-4624, 2014.
[14] T. da Costa, R. Nazário, G. Bergo, V. Sobreiro and H. Kimura, “Trading System based on the use of technical analysis: A computational experiment”, Journal of Behavioral and Experimental Finance, vol. 6, pp. 42-55, 2015.
[15] P. Heng and S. Niblock, “Trading with Tigers: A Technical Analysis of Southeast Asian Stock Index Futures”, International Economic Journal, vol. 28, no. 4, pp. 679-692, 2014.
[16] Y. Kara, M. Acar Boyacioglu and Ö. Baykan, “Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange”, Expert Systems with Applications, vol. 38, no. 5, pp. 5311-5319, 2011.
[17] R. Tsaih, Y. Hsu and C. Lai, “Forecasting S&P 500 Stock Index Futures with the Hybrid AI system”, Decision Support Systems, vol. 23, no. 2, pp. 161-174, 1998.
[18] S. Knerr, L. Personnaz and G. Dreyfus, “Single-layer learning revisited: a stepwise procedure for building and training a neural network”, Neurocomputing. Heidelberg : Springer Berlin Heidelberg, 1990.
[19] R. R. Tsaih, “An explanation of reasoning neural networks”, Mathematical and Computer Modelling, vol. 28, no. 2, pp. 37-44, 1998.
[20] S. Y. Huang, F. Yu, R. H. Tsaih and Y. Huang, “Resistant learning on the envelope bulk for identifying anomalous patterns”, 2014 International Joint Conference on Neural Networks (IJCNN). IEEE, pp. 3303-3310, 2014.
[21] C. W. Lin, “A Decision Support Mechanism for Outlier Detection in the Concept Drifting Environment”, Master Thesis, MIS, National Chengchi University, Taipei, Taiwan, Retrieved from https://hdl.handle.net/11296/7q77y6, 2015.
[22] J. J. Wu, “Application of Machine Learning to Predicting the Returns of Carry Trade ”, Master Thesis, MIS, National Chengchi University, Taipei, Taiwan, Retrieved from https://hdl.handle.net/11296/8m5pu2, 2017.
[23] J. Gama, I. Žliobaitė, A. Bifet, M. Pechenizkiy and A. Bouchachia, “A survey on concept drift adaptation”, ACM Computing Surveys, vol. 46, no. 4, pp. 1-37, 2014.
[24] T. S. Chande and S. Kroll, The new technical trader: boost your profit by plugging into the latest indicators. New York: John Wiley & Sons Inc, 1994.
[25] J. Bollinger, Bollinger on Bollinger bands. New York: McGraw-Hill, 2002.
[26] J. C. Chen, Y. Zhou and X. Wang, “Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures ”, Physica A: Statistical Mechanics and its Applications, vol. 492, pp.1664-1678, 2018.
[27] T. Lubnau and N. Todorova, “Trading on mean-reversion in energy futures markets ”, Energy Economics, vol. 51, pp. 312-319, 2015.
[28] A. C. Atkinson and T. C. Cheng, “Computing least trimmed squares regression with the forward search ”, Statistics and Computing, vol. 9, no. 4, pp. 251-263, 1999.
[29] S. V. Stehman, “Selecting and interpreting measures of thematic classification accuracy ”, Remote sensing of Environment, vol. 62, no. 1, pp. 77-89, 1997. |
