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1. From a methodological point of view, these studies incorporate models from econometrics, statistics and artificial intelligence.
2. In this context, the present study develops a chart pattern based trading rule using the flag pattern, which has received a lot of attention in academic circles.
3. The present work introduces significant contributions to the existing literature. Firstly, weintroduce a new definitionof the flag pattern. When empirically validating its return, we strengthen the statistical robustness of the pattern and its use in the design of the trading rule.
4. Secondly, the validation of the trading rule based on the flag pattern also presents important novelties with respect to previous works.
5. The results confirm the positive performance of the flag pattern over the intraday data of the DJIA for a time horizon of more than 13 years.
6. To the best of our knowledge, the works by .... are the first to deal with the graphical recognition of this kind of pattern and to introduce a trading rule linked to it.
7. In the same way,
8. Similar to our problem,
9. For details on the properties of the AR metric see Piccolo [27,30].
10. It is hoped that this review will serve as the steppingstone for those interested in advancing this area of research.
11. We observe that this is not meant to be a complete survey for the respective field and is onlyintended to provide the readers with a necessary background for following our experimental evaluations.
12.While the outcome of this experiment cannot account for the usefulness of TQuEST,it indicates that there is a need to investigate the characteristicsof the data set for which TQuEST is a favorable measure. 一个方法不好的表现可能是用在不适合的数据集上。委婉的批评
13. However, we note again that the outcome of this experimentcannot account for the utility of SpADe. For example, one major contribution of SpADe isto detect interesting patterns online for stream data. 同12
14. superior to, inferior to, worse than, better than, yields an almost identical accuracy, is the same or even slightly better than, the accuracy is close to
15. Unless otherwise stated, in the following we compare the rest of the similarity measures against Euclidean distance and Full DTW, since Euclidean distance is the fastest
and most straightforward measure, and DTW is the oldest elastic measure.
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