On the Interdependence of Technical Indicators and Trading Rules Based on FOREX EUR/USD Quotations
| Autor: | Andrzej Krajka, Bartłomiej Kotyra |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Set (abstract data type)
Artificial neural network Computer science Autoregressive conditional heteroskedasticity Technical analysis Exponential smoothing 0202 electrical engineering electronic engineering information engineering Econometrics 020207 software engineering 02 engineering and technology Autoregressive integrated moving average Foreign exchange market Regression |
| Zdroj: | Beyond Databases, Architectures and Structures. Paving the Road to Smart Data Processing and Analysis ISBN: 9783030190927 BDAS |
| Popis: | The general aim of this paper is to investigate the interdependence within the wide set (2657) of technical analysis indicators and trading rules based on daily FOREX quotations from 01.01.2004 to 20.09.2018. For the purpose of this paper, we have limited our study to EUR/USD quotations only. The most frequently used methods for FOREX behavior modeling are regression, neural networks, ARIMA, GARCH and exponential smoothing (cf. [1, 3, 6]). They are used to predict or validate inputs. Inputs interdependence may cause the following problems |
| Databáze: | OpenAIRE |
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