Technical analysis for algorithmic pattern recognition / Prodromos E. Tsinaslanidis, Achilleas D. Zapranis.
Tsinaslanidis, Promos E., author.; Zapranis, Achilleas D., author.
2016
HG4529
Available Online

Linked e-resources

Linked Resource Online Access
Concurrent users Unlimited
Authorized users Authorized users
Document Delivery Supplied Can lend chapters, not whole ebooks

Details

Title Technical analysis for algorithmic pattern recognition / Prodromos E. Tsinaslanidis, Achilleas D. Zapranis.
Author Tsinaslanidis, Promos E., author.
ISBN 9783319236360 (electronic book)
3319236369 (electronic book)
9783319236353
3319236350
Published Cham : Springer, [2016]
Copyright ©2016
Language English
Description 1 online resource
Call Number HG4529
Dewey Decimal Classification 332.6
Summary The main purpose of this book is to resolve deficiencies and limitations that currently exist when using Technical Analysis (TA). Particularly, TA is being used either by academics as an ℓ́ℓeconomic testℓ́ℓ of the weak-form Efficient Market Hypothesis (EMH) or by practitioners as a main or supplementary tool for deriving trading signals. This book approaches TA in a systematic way utilizing all the available estimation theory and tests. This is achieved through the developing of novel rule-based pattern recognizers, and the implementation of statistical tests for assessing the importance of realized returns. More emphasis is given to technical patterns where subjectivity in their identification process is apparent. Our proposed methodology is based on the algorithmic and thus unbiased pattern recognition. The unified methodological framework presented in this book can serve as a benchmark for both future academic studies that test the null hypothesis of the weak-form EMH and for practitioners that want to embed TA within their trading/investment decision making processes.℗ℓ℗ℓ℗ℓ℗ℓ℗ℓ.
Bibliography, etc. Note Includes bibliographical references.
Access Note Access limited to authorized users.
Source of Description Online resource; title from PDF title page (viewed November 4, 2015).
Added Author Zapranis, Achilleas D., author.
Available in Other Form Technical analysis for algorithmic pattern recognition.
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
All Resources
Technical Analysis
Preprocessing Procedures
Assessing the Predictive Performance of Technical Analysis
Horizontal Patterns
Zigzag Patterns
Circular Patterns
Technical Indicators
A Statistical Assessment
Dynamic Time Warping for Pattern Recognition.

Browse Subjects

Show more subjects...

Statistics

from
to
Export