Financial returns and efficiency as seen by an artificial technical analyst
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Publication:1583318
DOI10.1016/S0165-1889(99)00074-3zbMATH Open0965.91016WikidataQ127932508 ScholiaQ127932508MaRDI QIDQ1583318FDOQ1583318
Authors: Spyros Skouras 
Publication date: 26 October 2000
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
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Cites Work
- The Efficiency Analysis of Choices Involving Risk
- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
- Money as a medium of exchange in an economy with artificially intelligent agents
- Technical analysis for portofolio trading by syntactic pattern recognition
- Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise
Cited In (8)
- Decisionmetrics: a decision-based approach to econometric modelling
- 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
- A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis
- An algorithm for computing estimators that optimize step functions
- Exact computation of max weighted score estimators
- Market timing: a test of a charting heuristic
- Technical analysis for algorithmic pattern recognition
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