Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/334086 
Year of Publication: 
2023
Citation: 
[Journal:] Asian Journal of Economics and Banking (AJEB) [ISSN:] 2633-7991 [Volume:] 7 [Issue:] 1 [Year:] 2023 [Pages:] 2-24
Publisher: 
Emerald, Leeds
Abstract: 
Purpose - In this research, the main purpose is to use a suitable structure to predict the trading signals of the stock market with high accuracy. For this purpose, two models for the analysis of technical adaptation were used in this study. Design/methodology/approach - It can be seen that support vector machine (SVM) is used with particle swarm optimization (PSO) where PSO is used as a fast and accurate classification to search the problem-solving space and finally the results are compared with the neural network performance. Findings - Based on the result, the authors can say that both new models are trustworthy in 6 days, however, SVM-PSO is better than basic research. The hit rate of SVM-PSO is 77.5%, but the hit rate of neural networks (basic research) is 74.2. Originality/value - In this research, two approaches (raw-based and signal-based) have been developed to generate input data for the model: raw-based and signal-based. For comparison, the hit rate is considered the percentage of correct predictions for 16 days.
Subjects: 
Stock market predicting
Candlestick technical analysis
Neural network
Support vector machine
Particle swarm optimization
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

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