170 research outputs found

    Improving trading saystems using the RSI financial indicator and neural networks.

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    Proceedings of: 11th International Workshop on Knowledge Management and Acquisition for Smart Systems and Services (PKAW 2010), 20 August-3 September 2010, Daegu (Korea)Trading and Stock Behavioral Analysis Systems require efficient Artificial Intelligence techniques for analyzing Large Financial Datasets (LFD) and have become in the current economic landscape a significant challenge for multi-disciplinary research. Particularly, Trading-oriented Decision Support Systems based on the Chartist or Technical Analysis Relative Strength Indicator (RSI) have been published and used worldwide. However, its combination with Neural Networks as a branch of computational intelligence which can outperform previous results remain a relevant approach which has not deserved enough attention. In this paper, we present the Chartist Analysis Platform for Trading (CAST, in short) platform, a proof-of-concept architecture and implementation of a Trading Decision Support System based on the RSI and Feed-Forward Neural Networks (FFNN). CAST provides a set of relatively more accurate financial decisions yielded by the combination of Artificial Intelligence techniques to the RSI calculation and a more precise and improved upshot obtained from feed-forward algorithms application to stock value datasets.This work is supported by the Spanish Ministry of Industry, Tourism, and Commerce under the EUREKA project SITIO (TSI-020400-2009-148), SONAR2 (TSI-020100-2008-665 and GO2 (TSI-020400-2009-127). Furthermore, this work is supported by the General Council of Superior Technological Education of Mexico (DGEST). Additionally, this work is sponsored by the National Council of Science and Technology (CONACYT) and the Public Education Secretary (SEP) through PROMEP.Publicad

    Application of an ultra-wide band sensor-free wireless network for ground monitoring

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    Ground displacement monitoring is one of the most important aspects of early warning systems and risk management strategies when addressing phenomena such as landslides or subsidence. Several types of instrumentation already exist, but those able to provide real-time warnings on multiple time series are typically based on expensive technology, highlighting the need to develop a low-cost, easy to install system suitable for emergency monitoring. Therefore, a wireless network based on ultra-wideband impulse radiofrequency technology has been realized. The novelty of this network consists of its ability to measure the distance between nodes using the same signals used for transmission without the need for an actual measurement sensor. The system was tested by monitoring a mudflow in Central Italy and revealed its suitability as an early warning tool. More research on the integration of future low-cost hardware and and eventual industrialization would provide further improvement to this promising technology.Published1-142V. Struttura e sistema di alimentazione dei vulcani4V. Processi pre-eruttiviJCR Journa

    Just a guy in pajamas? Framing the blogs in mainstream US newspaper coverage (1999—2005)

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    When new technologies are introduced to the public, their widespread adoption is dependent, in part, on news coverage (Rogers, 1995).Yet, as weblogs began to play major role in the public spheres of politics and journalism, journalists faced a paradox: how to cover a social phenomenon that was too large to ignore and posed a significant threat to their profession. This article examines how blogs were framed by US newspapers as the public became more aware of the blogging world. A content analysis of blog-related stories in major US newspapers from 1999 to 2005 was conducted. Findings suggest that newspaper coverage framed blogs as more beneficial to individuals and small cohorts than to larger social entities such as politics, business and journalism. Moreover, only in the realm of journalism were blogs framed as more of a threat than a benefit, and rarely were blogs considered an actual form of journalism.Yeshttps://us.sagepub.com/en-us/nam/manuscript-submission-guideline

    New Media and Fat Democracy: The Paradox of Online Participation

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    This piece speculates on the internet’s wider influences on the shape of institutional politics in representative ‘actually existing democracies’. Findings, based on 100 semi-structured interviews with political actors (politicians, journalists and officials) operating around the UK Parliament, suggest two contrasting trends. On the one hand, more political actors at the immediate edges of the UK institutional political process are being further engaged in a sort of centrifugal movement going outwards from the centre. At the same time, the space between this extended political centre and its public periphery is increasing. This fatter, democratic elitist shift in UK politics may be interpreted as ‘new’ and ICT-driven. It might equally be argued that new media is exacerbating pre-existing political party and media trends in mature democracies which fail to engage ordinary citizens

    Option Pricing under the Variance Gamma Process

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