Evolving trading strategies using directional changes
نویسندگان
چکیده
منابع مشابه
Evolving trading strategies using directional changes
The majority of forecasting methods use a physical time scale for studying price fluctuations of financial markets, making the flow of physical time discontinuous. Therefore, using a physical time scale may expose companies to risks, due to ignorance of some significant activities. In this paper, an alternative and original approach is explored to capture important activities in the market. The...
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The majority of forecasting methods use a physical time scale for studying price fluctuations of financial markets, making the flow of physical time discontinuous. An alternative to this is event-based summaries. Directional changes (DC), which is a new event-based summary method, allows for new regularities in data to be discovered and exploited, as part of trading strategies. Under this parad...
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ژورنال
عنوان ژورنال: Expert Systems with Applications
سال: 2017
ISSN: 0957-4174
DOI: 10.1016/j.eswa.2016.12.032