Towards a nonlinear trading strategy for financial time series
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Publication:2497571
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Cites work
- scientific article; zbMATH DE number 3463997 (Why is no real title available?)
- Application of nonlinear time series analysis techniques to high-frequency currency exchange data
- Early warning detection of runaway initiation using non-linear approaches
- Introduction to Econophysics
- NONLINEAR TIME SEQUENCE ANALYSIS
- Predictability of currency market exchange
- Recurrence quantification based Liapunov exponents for monitoring divergence in experimental data
Cited in
(10)- Natural time analysis in financial markets
- Supporting trading strategies by inverse fuzzy transform
- Direct multiperiod forecasting for algorithmic trading
- An empirical evaluation of nonlinear trading rules
- scientific article; zbMATH DE number 5666937 (Why is no real title available?)
- 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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