Variable-length moving average approach and its application in stock investment

MaRDI QIDQ5455599zbMATH OpenFDO

Authors Tianxi Huang, Yinghui Tang

Publication date 4 April 2008

zbMATH Keywords

selling ruleprice fluctuating factorprofit probabilityprofit ratiovariable-length moving average

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• Theoretical and practical motivations for the use of the moving average rule in the stock market

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