What do we know about the profitability of technical analysis?
CH Park, SH Irwin - Journal of Economic surveys, 2007 - Wiley Online Library
The purpose of this paper is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups,'early'and 'modern'studies, according …
The empirical literature is categorized into two groups,'early'and 'modern'studies, according …
The profitability of technical analysis: A review
CH Park, SH Irwin - 2004 - papers.ssrn.com
The purpose of this report is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups," early" and" modern" studies …
The empirical literature is categorized into two groups," early" and" modern" studies …
Bayesian regression and Bitcoin
D Shah, K Zhang - 2014 52nd annual Allerton conference on …, 2014 - ieeexplore.ieee.org
In this paper, we discuss the method of Bayesian regression and its efficacy for predicting
price variation of Bitcoin, a recently popularized virtual, cryptographic currency. Bayesian …
price variation of Bitcoin, a recently popularized virtual, cryptographic currency. Bayesian …
Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices
W Huang, T Gao, Y Hao, X Wang - Energy Economics, 2023 - Elsevier
The Shanghai crude oil futures market exudes distinct speculative attributes, underscoring
the pivotal significance of precise price forecasts. Accurate forecasting of Shanghai crude oil …
the pivotal significance of precise price forecasts. Accurate forecasting of Shanghai crude oil …
Stock trend prediction using candlestick charting and ensemble machine learning techniques with a novelty feature engineering scheme
Stock market forecasting is a knotty challenging task due to the highly noisy, nonparametric,
complex and chaotic nature of the stock price time series. With a simple eight-trigram feature …
complex and chaotic nature of the stock price time series. With a simple eight-trigram feature …
The role of self-efficacy, goal, and affect in dynamic motivational self-regulation
In this paper, we examined the within-person relationship between self-efficacy and
performance in an Internet-based stock investment simulation in which participants engaged …
performance in an Internet-based stock investment simulation in which participants engaged …
FOREX rate prediction improved by Elliott waves patterns based on neural networks
R Jarusek, E Volna, M Kotyrba - Neural Networks, 2022 - Elsevier
Financial market predictions represent a complex problem. Most prediction systems work
with the term time window, which is represented by exchange rate values of a real financial …
with the term time window, which is represented by exchange rate values of a real financial …
Trading bitcoin and online time series prediction
Given live streaming Bitcoin activity, we aim to forecast future Bitcoin prices so as to execute
profitable trades. We show that Bitcoin price data exhibit desirable properties such as …
profitable trades. We show that Bitcoin price data exhibit desirable properties such as …
Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price
W Huang, J Zhao, X Wang - Energy Economics, 2024 - Elsevier
Abstract European Union allowances (EUAs), the “currency in circulation” of the EU
Emissions Trading Scheme (ETS), have spawned a great deal of speculative trading. This …
Emissions Trading Scheme (ETS), have spawned a great deal of speculative trading. This …
Market fluctuations I: Scaling, multiscaling, and their possible origins
In this chapter, we provide a survey of research on scaling phenomena in financial data
pursued by physicists and compare their methodology and results with the approach of …
pursued by physicists and compare their methodology and results with the approach of …