An empirical evaluation of nonlinear trading rules

MaRDI QIDQ3368318zbMATH OpenFDO

Authors Julián Andrada-Félix, Fernando Fernández-Rodríguez, Maria-Dolores Garcia-Artiles, Simón Sosvilla-Rivero

Publication date 27 January 2006

Full work available at URL http://www.bepress.com/snde/vol7/iss3/art4

zbMATH Keywords

Nearest neighbour predictorsSecurity marketsTechnical trading rules

Mathematics Subject Classification ID

Recommendations

• On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
• scientific article; zbMATH DE number 1304910
• scientific article; zbMATH DE number 1304890
• scientific article; zbMATH DE number 1304906
• Towards a nonlinear trading strategy for financial time series

Cited in

(7)

• Towards a nonlinear trading strategy for financial time series
• scientific article; zbMATH DE number 1304906 (Why is no real title available?)
• scientific article; zbMATH DE number 1304910 (Why is no real title available?)
• Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach
• Trading profitability from learning and adaptation on the Tokyo Stock Exchange
• The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
• Robust trading rule selection and forecasting accuracy

This page was built for publication: An empirical evaluation of nonlinear trading rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3368318)