Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms
نویسندگان
چکیده
منابع مشابه
Trend Following Algorithms for Technical Trading in Stock Market
Trend following (TF) is a rule-based trading mechanism that taps on the movements of long-term market trend instead of relying on any forecast or external information to decide when to buy and when to sell a stock. Its simple operation is in contrast to complicated prediction methods which typically would try to predict a future trend by analyzing the historical data and may be other factors. T...
متن کاملthe past hospitalization and its association with suicide attempts and ideation in patients with mdd and comparison with bmd (depressed type) group
چکیده ندارد.
Modeling and Simulation of the Artificial Stock Market Trading System
By means of computer simulation technique, this paper builds an artificial stock market model consisting of decision making agents. Through the fundamental and technical analysis in the aspects of investors, trading cost, transaction volume, risk-free interest, tick size and price-limit system, the model is used to indicate the volatility and liquidity. The results show that the stock index tim...
متن کاملInsider Trading and the 2008 Stock Market Crash
This paper examines insider trading during the October, 2008 stock market crash. I show that inside traders did not sell big losers before the crash. However, insiders bought in very large numbers immediately after the crash, and were especially active buyers in small firms, high book-to-market firms, and high-beta firms. The insiders who bought during this period successfully predicted post-cr...
متن کاملTwo Stock-Trading Agents: Market Making and Technical Analysis
Abstract Evolving information te hnologies have brought omputational power and real-time fa ilities into the sto k market. Automated sto k trading draws mu h interest from both the elds of omputer s ien e and of business, sin e it promises to provide superior ability in a trading market than any individual trader. Trading strategies have been proposed and pra ti ed from the perspe tives of Arti...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 2014
ISSN: 0277-6693
DOI: 10.1002/for.2290