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culture and personality of traders in a financial trading task. Participants were given 12 virtual shares of financial assets …. Western participants had lower trading latencies and lower return dispersions than Eastern participants. Those with greater … openness to experience had lower trading latencies. Participants bought more shares when they forecast that prices would rise …
Persistent link: https://www.econbiz.de/10011988729
regimes and stock prices. In this paper, we introduce the application ofHMMin trading stocks (with S&P 500 index being an …&P 500. The obtained results clearly prove that the HMM outperforms this traditional method in predicting and trading stocks. …
Persistent link: https://www.econbiz.de/10011996122
the Hidden Markov Model, (HMM), to predict a daily stock price of three active trading stocks: Apple, Google, and Facebook … single observation data and multiple observation data. Finally, we use the predictions as signals for trading these stocks … stock price prediction method has a significant impact on stock trading and derivative hedging. …
Persistent link: https://www.econbiz.de/10011996557
is widely used in trading firms and feed production facilities, does not allow for intertemporal flexibility. Our …
Persistent link: https://www.econbiz.de/10011850202
-term investments and not for retirement planning. Here, the design of neobroker applications has a decisive influence on the trading …
Persistent link: https://www.econbiz.de/10014528945
of shipping companies. Our results suggest that a trading strategy on the basis of a co-integrating relationship and a … employs a trading strategy based solely on shipping stock companies. In the current paper, we build on the literature … propose a trading strategy for a portfolio of tanker shipping companies that are listed in the US stock markets. As expected …
Persistent link: https://www.econbiz.de/10012217778
Hidden Markov model (HMM) is a powerful machine-learning method for data regime detection, especially time series data. In this paper, we establish a multi-step procedure for using HMM to select stocks from the global stock market. First, the five important factors of a stock are identified and...
Persistent link: https://www.econbiz.de/10013200679
profitability of trading strategies devised upon machine learning techniques (e.g., linear models, random forests, and support … validation and test periods. The classification and regression methods use attributes from trading and network activity for the … out of 18 individual models have success rates of less than 50%. The trading strategies are built on model assembling. The …
Persistent link: https://www.econbiz.de/10012602886
In this research, we test whether common trading oscillators can outperform the buy-and-hold strategy (B&H) using six … technical tools for trading the examined ETFs. While the CCI performs better for the more volatile ETFs (XLF and XLK), the BB … was superior for trading IWM and XLI which are less volatile. We also recommend the CCI strategy for trading the SPY. No …
Persistent link: https://www.econbiz.de/10012657564
fare even worse, barely treading water. Algorithmic trading is now so common, it accounts for over 80% of all trades and is …
Persistent link: https://www.econbiz.de/10014332481