Marney, J. P.; Tarbert, Heather; Koetsier, Jos; Guidi, Marco - In: Applied Financial Economics 18 (2008) 12, pp. 1009-1019
A number of neural network techniques, namely multi-layer perceptron, k-means algorithm and the self-organizing map are applied to the detection of technical trading patterns within stock markets. We do not find exploitable information content and it is concluded that there are no significant...