Financial returns and efficiency as seen by an artificial technical analyst

DOI10.1016/S0165-1889(99)00074-3zbMath0965.91016WikidataQ127932508 ScholiaQ127932508MaRDI QIDQ1583318

Spyros Skouras

Publication date: 26 October 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

financial marketstrading rulesartificial technical analystartificially intelligent agent

Mathematics Subject Classification ID

Related Items (4)

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Cites Work

• Technical analysis for portofolio trading by syntactic pattern recognition
• Money as a medium of exchange in an economy with artificially intelligent agents
• Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise
• The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
• The Efficiency Analysis of Choices Involving Risk

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