سبد خرید  cart.gif |  حساب من |  تماس با ما |  راهنما     Search
موضوعات مرتبط
Cover image for product 0470879041
A Quantitative Approach to Technical Analysis
Lo
ISBN: 978-0-470-87904-7
Hardcover
336 pages
July 2015, ©2013
Title in editorial stage
  • Description
The authors use a smoothing estimator based on neural networks. Smoothing estimators estimate nonlinear relationships (such as chart patterns) by averaging the data through a variety of sophisticated steps. The authors rigorously tested their method on four years of data for 20 stocks and on 20 years of data on 18 foreign currencies. They conclude that quantitative technical analysis can and should play a role in managing a portfolio. The authors' work in this area is a first step in raising technical analysis to an equal footing with other forms of financial analysis, and should change the way this practice is viewed forever.
Wiley PLUS
Accessible, affordable, active learning