Zobrazeno 1 - 4
of 4
pro vyhledávání: '"John Paul Marney"'
Publikováno v:
Applied Financial Economics. 18:1009-1019
A number of neural network techniques, namely multi-layer perceptron, k-means algorithm and the self-organizing map are applied to the detection of technical trading patterns within stock markets. We do not find exploitable information content and it
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f4981f38e0ab00d76ddd1a5fe42386c
https://doi.org/10.1080/09603100701367385
https://doi.org/10.1080/09603100701367385
Publikováno v:
Applied Financial Economics. 15:1073-1077
In this study, Genetic Programming is used to generate technical trading rules. These are assessed in terms of their basic returns and their risk adjusted returns. It is found that while the basic returns are impressive by comparison with buy and hol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b8dd1eb94ebb2a237c27fc92ebe2030
https://doi.org/10.1080/09603100500306709
https://doi.org/10.1080/09603100500306709
Publikováno v:
Applied Financial Economics. 9:183-191
In the paper the authors maintain that the prevalence of technical analysis in professional investment argues that such techniques should perhaps be taken more seriously by academics. The new technique of genetic programming is used to investigate a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff319c1d31a6aea416f86b9538db32e9
https://doi.org/10.1080/096031099332447
https://doi.org/10.1080/096031099332447
We review and analyze a recently proposed model of an Oligopoly Game. From a theoretical investigation of the payoff scheme, we confirm that it cannot be a true representation of the N -Person Iterated Prisoner's Dilemma. From an empirical investigat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::1d805a7926df0030a4fc4ac323d7331c
http://fmwww.bc.edu/cef99/papers/WangFyfeMarney.pdf
http://fmwww.bc.edu/cef99/papers/WangFyfeMarney.pdf
