Patterns in stock market movements tested as random number generators

DOI10.1016/j.ejor.2012.11.057zbMath1292.91191OpenAlexW2062819031MaRDI QIDQ2253632

John R. Doyle, Catherine H. Chen

Publication date: 27 July 2014

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.11.057

zbMATH Keywords

forecastingfinanceoverlapping serial testfinancial data miningstock market time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Random number generation in numerical analysis (65C10)

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