Financial returns and efficiency as seen by an artificial technical analyst
From MaRDI portal
(Redirected from Publication:1583318)
Recommendations
- A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis
- On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
- Learning to profit with discrete investment rules
- scientific article; zbMATH DE number 1552539
- Time series properties of an artificial stock market
Cites work
- Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise
- Money as a medium of exchange in an economy with artificially intelligent agents
- Technical analysis for portofolio trading by syntactic pattern recognition
- The Efficiency Analysis of Choices Involving Risk
- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
Cited in
(8)- Decisionmetrics: a decision-based approach to econometric modelling
- A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis
- Exact computation of max weighted score estimators
- Market timing: a test of a charting heuristic
- An algorithm for computing estimators that optimize step functions
- Profitability of the CRISMA system: from world indices to the Hong Kong stock market
- Trading profitability from learning and adaptation on the Tokyo Stock Exchange
- Technical analysis for algorithmic pattern recognition
This page was built for publication: Financial returns and efficiency as seen by an artificial technical analyst
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1583318)
