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11
A swingtum theory of intelligent finance for swing trading and momentum trading
Pan, Heping
-
2004
Swingtum stands for Swing and Momentum. A Swingtum Theory of Intelligent Finance is presented here in order to provide a scientific and engineering foundation to professional swing trading and momentum trading. The origins of Swingtum theory naturally go deep into the empirical professional...
Persistent link: https://www.econbiz.de/10009484649
Saved in:
12
An information explanation of the survival of technical analysis in capital market
Zorn, Thomas S.
;
Hassan, M. Kabir
-
1991
In an efficient market, technical analysis cannot earn abnormal returns. Technical strategies are inferior to a buy and hold strategy since they typically churn investor accounts. Nonetheless, technical analysis appears to thrive. The purpose of this paper is to explain why technical analysis...
Persistent link: https://www.econbiz.de/10009451073
Saved in:
13
Fundamentals and technical trading: behaviour of exchange rates in the CEECs
Bask, Mikael
;
Fidrmuc, Jarko
-
2006
We present a model of exchange rates, which incorporates the monetary approach and technical trading, and we present the reduced form based on the minimal state variable solution, where both fundamentals and backward-looking term determine the spot exchange rates.Finally, we estimate the impact...
Persistent link: https://www.econbiz.de/10012147966
Saved in:
14
Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule
Bask, Mikael
-
2007
A DSGE model with a Taylor rule is augmented with an evolutionary switching between technical and fundamental analyses in currency trade, where the fractions of these trading tools are determined within the model. Then, a shock hits the economy. As a result, chaotic dynamics and long swings may...
Persistent link: https://www.econbiz.de/10012148008
Saved in:
15
Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates: First Results
Bask, Mikael
-
Institutionen för Nationalekonomi, Umeå Universitet
-
2002
It is shown in this letter that the magnitude of exchange rate overshooting is larger than in Dornbusch (1976) when chartists are introduced into the model. Also, the extent of overshooting depends inversely on the planning horizon. The latter follows from explicitly modelling the empirical...
Persistent link: https://www.econbiz.de/10005424047
Saved in:
16
Analysis of the implementation of a stock investment strategy based on a decision aid tool
Vasconcellos, Leão Lyrio Maurício
;
Wlademir, Prates
; …
- In:
Contaduría y Administración
60
(
2015
)
1
,
pp. 113-144
The present study analyzes the interface between two disciplinary fields - finance and operational research. In this sense, it integrates two approaches to investment analysis - fundamental and technical, as well as an investor’s concern at the time of resources allocation in a Buy & Hold...
Persistent link: https://www.econbiz.de/10011096715
Saved in:
17
Application of Ensemble Learning for Views Generation in Meucci Portfolio Optimization Framework
Didenko, Alexander
;
Demicheva, Svetlana
-
Volkswirtschaftliche Fakultät, …
-
2013
Modern Portfolio Theory assumes that decisions are made by individual agents. In reality most investors are involved in group decision-making. In this research we propose to realize group decision-making process by application of Ensemble Learning algorithm, in particular Random Forest....
Persistent link: https://www.econbiz.de/10011107934
Saved in:
18
Stock market diagnosis
Panait, Iulian
-
Volkswirtschaftliche Fakultät, …
-
2011
This paper represents a review of the book „Stock market diagnosis” by Anca Gheorghiu, Victor Publishing House, Bucharest, 2011
Persistent link: https://www.econbiz.de/10011259847
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19
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-Zhong
;
Zwinkels, Remco C.J.
- In:
Journal of Economic Behavior & Organization
105
(
2014
)
C
,
pp. 1-16
This paper empirically assesses heterogeneous expectations in asset pricing. We use a maximum likelihood approach on S&P500 data to estimate a structural model. Our empirical results are consistent with a market populated with fundamentalists and chartists. In addition, agents switch between...
Persistent link: https://www.econbiz.de/10011261617
Saved in:
20
ВИДЫ АНАЛИЗА НА FOREX
СЕРГЕЕВИЧ, МЫРЗИН КОНСТАНТИН
- In:
Проблемы учета и финансов
(
2011
)
3
,
pp. 51-53
В статье рассмотрены основные подходы к видам анализа на Forex в отечественных и зарубежных литературных источниках. Целью является критический обзор применяемых...
Persistent link: https://www.econbiz.de/10011230875
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