Towards a nonlinear trading strategy for financial time series
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Publication:2497571
DOI10.1016/J.CHAOS.2005.08.006zbMATH Open1121.91407OpenAlexW2058661429MaRDI QIDQ2497571FDOQ2497571
Authors: F. Strozzi, José-Manuel Zaldivar-Comenges 
Publication date: 4 August 2006
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2005.08.006
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Cites Work
- Introduction to Econophysics
- Title not available (Why is that?)
- NONLINEAR TIME SEQUENCE ANALYSIS
- Early warning detection of runaway initiation using non-linear approaches
- Recurrence quantification based Liapunov exponents for monitoring divergence in experimental data
- Predictability of currency market exchange
- Application of nonlinear time series analysis techniques to high-frequency currency exchange data
Cited In (10)
- Natural time analysis in financial markets
- Direct multiperiod forecasting for algorithmic trading
- Supporting trading strategies by inverse fuzzy transform
- An empirical evaluation of nonlinear trading rules
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- Trading strategies generated by Lyapunov functions
- Volatility trading via temporal pattern recognition in quantised financial time series
- Time series momentum trading strategy and autocorrelation amplification
- Dynamic mode decomposition for financial trading strategies
- Intelligent dynamic backlash agent: a trading strategy based on the directional change framework
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