Scheduled System Maintenance on May 29th, 2015:
IEEE Xplore will be upgraded between 11:00 AM and 10:00 PM EDT. During this time there may be intermittent impact on performance. We apologize for any inconvenience.
By Topic

An ETF Trading Decision Support System by Using Neural Network and Technical Indicators

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Mu-Hsing Kuo ; Chaoyang Univ. of Technol. 168, Taichung ; Chin-Lung Chen

This paper proposed a neural network based decision support system (DSS) to provide investors with suggestions on transaction timing and transaction strategies of Taiwan 50 index exchange traded funds (ETF). Various indicators were employed with corresponding application principles as the neural network underwent assigned training and learning procedures. It was revealed in the study results that the simulated transaction behavior following recommendations by the proposed system yielded better profits than solely applying Taiwan's weighted stock index.

Published in:

Neural Networks, 2006. IJCNN '06. International Joint Conference on

Date of Conference:

16-21 July 2006