Proceedings of the Fuzzy System Symposium
25th Fuzzy System Symposium
Session ID : 3D2-03
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Effectiveness of Continuous Patterns in the Short Term Price Predictions
*Mieko Tanaka-Yamawaki
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CONFERENCE PROCEEDINGS FREE ACCESS

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Abstract
Very often, the position of the current price level is compared to the past average price for price predictions. Most technical analysis utilizes this sort of technical indicators. In the past, daily close prices in the market are used, which has been taken place by tick-wise price data in recent years as intra-day trades by means of online trading system has rapidly become popular. Although the minimum information by means of up/down of the price (binomial) is the most efficient way for the same of rapid decision makings, it is desirable to extend the system to many-valued case, and to include derivatives and the higher derivatives of the price time series. It is the very reason why the novel methodology is called for in which the finer characteristics of price changes by keeping the efficiency of calculation time. I this talk, we report some results of our research on the autonomous decision making system using continuous patterns for the sake to online trades.
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© 2009 Japan Society for Fuzzy Theory and Intelligent Informatics
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