Technical analysis techniques versus mathematical models: boundaries of their validity domains

zbMATH Open1194.91207MaRDI QIDQ5482356FDOQ5482356

Authors: Christophette Blanchet-Scalliet, A. Diop, Rajna Gibson, Denis Talay, Etienne Tanré 

Publication date: 28 August 2006

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Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80)

Cited In (3)

• An empirical study on technical analysis: GARCH(1,1) model
• Model misspecification in discrete time Bayesian online change detection
• A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis

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