TTL Chong, WK Ng, VKS Liew - Journal of risk and financial management, 2014 - mdpi.com
Chong and Ng (2008) find that the Moving Average Convergence–Divergence (MACD) and Relative Strength Index (RSI) rules can generate excess return in the London Stock …
We propose a novel approach to study if Latin America Stock Markets are Efficient. This test is based on a statistical arbitrage technique known as Pairs Trading, which is a relative …
LAG De Almeida - Jurnal Pengurusan, 2020 - researchgate.net
This paper aims to contribute to technical-scientific knowledge about the tools needed to support the decision making in investments in the capital market. We focus our analysis on …
The implementation of tools such as Genetic Algorithms has not been exploited for asset price prediction despite their power, robustness, and potential application in the stock …
RH Gálvez, A Gravano - Journal of Computational Science, 2017 - Elsevier
We provide evidence of the usefulness of exploiting online text data in stock prediction systems. We do this by mining a popular Argentinian stock message board and empirically …
Y Qiu, HY Yang, S Lu, W Chen - Soft Computing, 2020 - Springer
Stock market timing is regarded as a challenging task of financial prediction. An accurate prediction of stock trend can yield great profits for investors. At present, recurrent neural …
Predicting Bitcoin price trends is necessary because they represent the overall trend of the cryptocurrency market. As the history of the Bitcoin market is short and price volatility is high …
BK Kang - Journal of Risk and Financial Management, 2021 - mdpi.com
Much research has examined performance or market efficiency by using the moving average convergence divergence (MACD) technical analysis tool. However, most tests fail to …
Y Ni, MY Day, Y Cheng, P Huang - Financial Innovation, 2022 - Springer
The idea of this study is derived from observing the profitability of stock investments following the phenomena of continuously rising (or falling) prices of stocks and continuously …