{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,23]],"date-time":"2024-09-23T03:59:15Z","timestamp":1727063955908},"reference-count":36,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2017,9,1]],"date-time":"2017-09-01T00:00:00Z","timestamp":1504224000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"funder":[{"DOI":"10.13039\/501100003329","name":"MINECO","doi-asserted-by":"publisher","award":["2016-75963"],"id":[{"id":"10.13039\/501100003329","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["Expert Systems with Applications"],"published-print":{"date-parts":[[2017,9]]},"DOI":"10.1016\/j.eswa.2017.03.028","type":"journal-article","created":{"date-parts":[[2017,3,17]],"date-time":"2017-03-17T00:16:33Z","timestamp":1489709793000},"page":"177-192","update-policy":"http:\/\/dx.doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":62,"special_numbering":"C","title":["A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting"],"prefix":"10.1016","volume":"81","author":[{"given":"Rub\u00e9n","family":"Ar\u00e9valo","sequence":"first","affiliation":[]},{"given":"Jorge","family":"Garc\u00eda","sequence":"additional","affiliation":[]},{"given":"Francisco","family":"Guijarro","sequence":"additional","affiliation":[]},{"given":"Alfred","family":"Peris","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"issue":"23","key":"10.1016\/j.eswa.2017.03.028_bib0001","doi-asserted-by":"crossref","first-page":"9221","DOI":"10.1016\/j.eswa.2015.08.010","article-title":"Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick","volume":"42","author":"Barak","year":"2015","journal-title":"Expert Systems with Applications"},{"issue":"5","key":"10.1016\/j.eswa.2017.03.028_bib0002","doi-asserted-by":"crossref","first-page":"1731","DOI":"10.1111\/j.1540-6261.1992.tb04681.x","article-title":"Simple technical trading rules and the stochastic properties of stock returns","volume":"47","author":"Brock","year":"1992","journal-title":"The Journal of Finance"},{"key":"10.1016\/j.eswa.2017.03.028_bib0003","doi-asserted-by":"crossref","first-page":"5963","DOI":"10.1016\/j.eswa.2015.03.017","article-title":"Stock market trading rule based on pattern recognition and technical analysis: forecasting the DJIA index with intraday data","volume":"42","author":"Cervell\u00f3-Royo","year":"2015","journal-title":"Expert Systems with Applications"},{"issue":"5","key":"10.1016\/j.eswa.2017.03.028_bib0004","doi-asserted-by":"crossref","first-page":"3998","DOI":"10.1016\/j.asoc.2011.02.029","article-title":"A dynamic threshold decision system for stock trading signal detection","volume":"11","author":"Chang","year":"2011","journal-title":"Applied Soft Computing"},{"key":"10.1016\/j.eswa.2017.03.028_bib0005","doi-asserted-by":"crossref","first-page":"261","DOI":"10.1016\/j.ins.2016.01.079","article-title":"An intelligent pattern recognition model for supporting investment decisions in stock market","volume":"346","author":"Chen","year":"2016","journal-title":"Information Sciences"},{"key":"10.1016\/j.eswa.2017.03.028_bib0006","doi-asserted-by":"crossref","first-page":"195","DOI":"10.1016\/j.eswa.2016.04.025","article-title":"An adaptive stock index trading decision support system","volume":"59","author":"Chiang","year":"2016","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2017.03.028_bib0007","doi-asserted-by":"crossref","first-page":"12","DOI":"10.1155\/2014\/914641","article-title":"Integrated model of multiple kernel learning and differential evolution for EUR\/USD trading","volume":"2014","author":"Deng","year":"2014","journal-title":"The Scientific World Journal"},{"key":"10.1016\/j.eswa.2017.03.028_bib0008","series-title":"Dictionary of finance and investment terms","author":"Downes","year":"1998"},{"issue":"8","key":"10.1016\/j.eswa.2017.03.028_bib0009","doi-asserted-by":"crossref","first-page":"5564","DOI":"10.1016\/j.eswa.2010.02.056","article-title":"A new approach to the rule-base evidential reasoning: stock trading expert system application","volume":"37","author":"Dymova","year":"2010","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2017.03.028_bib0010","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/j.eswa.2015.12.028","article-title":"A Forex trading expert system based on a new approach to the rule-base evidential reasoning","volume":"51","author":"Dymova","year":"2016","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2017.03.028_bib0011","doi-asserted-by":"crossref","first-page":"383","DOI":"10.2307\/2325486","article-title":"Efficient capital markets: a review of theory and empirical work","volume":"25","author":"Fama","year":"1970","journal-title":"The Journal of Finance"},{"issue":"1","key":"10.1016\/j.eswa.2017.03.028_bib0012","doi-asserted-by":"crossref","first-page":"30","DOI":"10.1016\/j.rfe.2013.05.004","article-title":"Predictability of the simple technical trading rules: an out-of-sample test","volume":"23","author":"Fang","year":"2014","journal-title":"Review of Financial Economics"},{"key":"10.1016\/j.eswa.2017.03.028_bib0013","doi-asserted-by":"crossref","first-page":"284","DOI":"10.1016\/j.eswa.2016.02.017","article-title":"Financial time series pattern matching with extended UCR Suite and support vector machine","volume":"55","author":"Gong","year":"2016","journal-title":"Expert Systems with Applications"},{"issue":"4","key":"10.1016\/j.eswa.2017.03.028_bib0014","doi-asserted-by":"crossref","first-page":"365","DOI":"10.1198\/073500105000000063","article-title":"A test for superior predictive ability","volume":"23","author":"Hansen","year":"2005","journal-title":"Journal of Business & Economic Statistics"},{"issue":"1","key":"10.1016\/j.eswa.2017.03.028_bib0015","doi-asserted-by":"crossref","first-page":"212","DOI":"10.1016\/j.eswa.2014.07.059","article-title":"Stock trading rule discovery with an evolutionary trend following model","volume":"42","author":"Hu","year":"2015","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2017.03.028_bib0016","doi-asserted-by":"crossref","first-page":"534","DOI":"10.1016\/j.asoc.2015.07.008","article-title":"Application of evolutionary computation for rule discovery in stock algorithmic trading: a literature review","volume":"36","author":"Hu","year":"2015","journal-title":"Applied Soft Computing"},{"key":"10.1016\/j.eswa.2017.03.028_bib0017","doi-asserted-by":"crossref","first-page":"165","DOI":"10.1016\/j.eswa.2016.04.031","article-title":"Developing a rule change trading system for the futures market using rough set analysis","volume":"59","author":"Kim","year":"2016","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2017.03.028_bib0018","doi-asserted-by":"crossref","first-page":"515","DOI":"10.1016\/S0167-9236(03)00084-8","article-title":"A computational implementation of stock charting: abrupt volume increase as signal for movement in New York stock exchange composite index","volume":"37","author":"Leigh","year":"2004","journal-title":"Decision Support Systems"},{"key":"10.1016\/j.eswa.2017.03.028_bib0019","doi-asserted-by":"crossref","first-page":"155","DOI":"10.1016\/S0957-4174(02)00034-9","article-title":"Stock market trading rule discovery using technical charting heuristics","volume":"23","author":"Leigh","year":"2002","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2017.03.028_bib0020","doi-asserted-by":"crossref","first-page":"55","DOI":"10.1016\/S0165-1765(02)00110-6","article-title":"Market timing: a test of a charting heuristic","volume":"77","author":"Leigh","year":"2002","journal-title":"Economics Letters"},{"key":"10.1016\/j.eswa.2017.03.028_bib0021","doi-asserted-by":"crossref","first-page":"361","DOI":"10.1016\/S0167-9236(01)00121-X","article-title":"Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support","volume":"32","author":"Leigh","year":"2002","journal-title":"Decision Support Systems"},{"key":"10.1016\/j.eswa.2017.03.028_bib0022","doi-asserted-by":"crossref","first-page":"242","DOI":"10.1016\/j.eswa.2016.08.032","article-title":"Combining rules between PIPs and SAX to identify patterns in financial markets","volume":"65","author":"Leit\u00e3o","year":"2016","journal-title":"Expert Systems with Applications"},{"issue":"2","key":"10.1016\/j.eswa.2017.03.028_bib0023","doi-asserted-by":"crossref","first-page":"806","DOI":"10.1016\/j.asoc.2012.10.026","article-title":"Integrating piecewise linear representation and weighted support vector machine for stock trading signal prediction","volume":"13","author":"Luo","year":"2013","journal-title":"Applied Soft Computing"},{"issue":"1","key":"10.1016\/j.eswa.2017.03.028_bib0024","doi-asserted-by":"crossref","first-page":"59","DOI":"10.1257\/089533003321164958","article-title":"The efficient market hypothesis and its critics","volume":"17","author":"Malkiel","year":"2003","journal-title":"The Journal of Economic Perspectives"},{"key":"10.1016\/j.eswa.2017.03.028_bib0025","doi-asserted-by":"crossref","first-page":"170","DOI":"10.1016\/j.asoc.2016.01.048","article-title":"Heuristic based trading system on Forex data using technical indicator rules","volume":"43","author":"Ozturk","year":"2016","journal-title":"Applied Soft Computing"},{"key":"10.1016\/j.eswa.2017.03.028_bib0026","doi-asserted-by":"crossref","first-page":"458","DOI":"10.1016\/j.physa.2015.01.088","article-title":"An improved moving average technical trading rule","volume":"428","author":"Papailias","year":"2015","journal-title":"Physica A: Statistical Mechanics and its Applications"},{"issue":"4","key":"10.1016\/j.eswa.2017.03.028_bib0027","doi-asserted-by":"crossref","first-page":"786","DOI":"10.1111\/j.1467-6419.2007.00519.x","article-title":"What do we know about the profitability of technical analysis","volume":"21","author":"Park","year":"2007","journal-title":"Journal of Economic Surveys"},{"issue":"428","key":"10.1016\/j.eswa.2017.03.028_bib0028","doi-asserted-by":"crossref","first-page":"1303","DOI":"10.1080\/01621459.1994.10476870","article-title":"The stationary bootstrap","volume":"89","author":"Politis","year":"1994","journal-title":"Journal of the American Statistical Association"},{"issue":"4","key":"10.1016\/j.eswa.2017.03.028_bib0029","doi-asserted-by":"crossref","first-page":"190","DOI":"10.1016\/j.rfe.2008.10.001","article-title":"Profitability of technical stock trading: Has it moved from daily to intraday data","volume":"18","author":"Schulmeister","year":"2009","journal-title":"Review of Financial Economics"},{"issue":"5","key":"10.1016\/j.eswa.2017.03.028_bib0030","doi-asserted-by":"crossref","first-page":"1647","DOI":"10.1111\/0022-1082.00163","article-title":"Data\u2010snooping, technical trading rule performance, and the bootstrap","volume":"54","author":"Sullivan","year":"1999","journal-title":"The Journal of Finance"},{"key":"10.1016\/j.eswa.2017.03.028_bib0031","doi-asserted-by":"crossref","first-page":"6885","DOI":"10.1016\/j.eswa.2010.03.033","article-title":"A method for automatic stock trading combining technical analysis and nearest neighbor classification","volume":"37","author":"Teixeira","year":"2010","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2017.03.028_bib0032","doi-asserted-by":"crossref","first-page":"304","DOI":"10.1016\/j.eswa.2006.05.002","article-title":"Stock market trading rule discovery using pattern recognition and technical analysis","volume":"33","author":"Wang","year":"2007","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2017.03.028_bib0033","doi-asserted-by":"crossref","first-page":"5450","DOI":"10.1016\/j.eswa.2008.06.119","article-title":"Trading rule discovery in the US stock market: an empirical study","volume":"36","author":"Wang","year":"2009","journal-title":"Expert Systems with Applications"},{"issue":"5","key":"10.1016\/j.eswa.2017.03.028_bib0035","doi-asserted-by":"crossref","first-page":"1097","DOI":"10.1111\/1468-0262.00152","article-title":"A reality check for data snooping","volume":"68","author":"White","year":"2000","journal-title":"Econometrica"},{"key":"10.1016\/j.eswa.2017.03.028_bib0036","doi-asserted-by":"crossref","unstructured":"Wu, M. E., Wang, C. H., & Chung, W. H. (2016). Using trading mechanisms to investigate large futures data and their implications to market trends. Soft Computing, 1\u201314. doi:10.1007\/s00500-016-2162-6.","DOI":"10.1007\/s00500-016-2162-6"},{"issue":"7","key":"10.1016\/j.eswa.2017.03.028_bib0037","doi-asserted-by":"crossref","first-page":"6301","DOI":"10.1016\/j.eswa.2011.11.079","article-title":"A novel, rule-based technical pattern identification mechanism: identifying and evaluating saucers and resistant levels in the US stock market","volume":"39","author":"Zapranis","year":"2012","journal-title":"Expert Systems with Applications"}],"container-title":["Expert Systems with Applications"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0957417417301823?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0957417417301823?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2021,11,2]],"date-time":"2021-11-02T07:38:47Z","timestamp":1635838727000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0957417417301823"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,9]]},"references-count":36,"alternative-id":["S0957417417301823"],"URL":"https:\/\/doi.org\/10.1016\/j.eswa.2017.03.028","relation":{},"ISSN":["0957-4174"],"issn-type":[{"value":"0957-4174","type":"print"}],"subject":[],"published":{"date-parts":[[2017,9]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting","name":"articletitle","label":"Article Title"},{"value":"Expert Systems with Applications","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.eswa.2017.03.028","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"\u00a9 2017 Elsevier Ltd. All rights reserved.","name":"copyright","label":"Copyright"}]}}