Résumé: In this case study in knowledge engineering, data mining, and behavioral finance, we implement a variation of the bull flag stock charting heuristic using a template matching technique from pattern recognition to identify abrupt increases in volume in the New York Stock Exchange Composite Index. Such volume increases are found to signal subsequent increases in price under certain conditions during the period from 1981 to 1999, the Great Bull Market. A 120-trading-day history of price and volume is used to forecast price movement at horizons from 20 to 100 trading days.

Langue: Anglais
Index décimal 006.4 .Reconnaissance des formes par ordinateur (appareils d'entrée utilisant les méthodes de reconnaissance de formes, reconnaissance de formes non utilisée comme outil de l'intelligence artificielle)
Thème Informatique

Mots clés:
traitement donnée
Reconnaissance forme
Méthode heuristique
Ingenierie connaissance
Commercialisation
Recherche comportementale
Gestion stock
Extraction automatique