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Estrategia de inversión bursátil y reconocimiento gráfico de patrones: aplicación sobre datos intradía del índice Dow Jones

Cervelló Royo, Roberto Elías; Guijarro Martínez, Francisco; Michniuk, Karolina (Pontificia Universidad Javeriana, 2014-01)

Este trabajo presenta una nueva aproximación al reconocimiento del patrón gráfico bandera. A partir de éste se desarrolla una regla de trading que obtiene resultados positivos ajustados al riesgo sobre datos intradía del ...
PATTERN RECOGNITION APPLIED TO CHART ANALYSIS. EVIDENCE FROM INTRADAY INTERNATIONAL STOCK MARKETS

MICHNIUK, KAROLINA (Universitat Politècnica de València, 2017-03-20)

Technical analysis as a sophisticated form of forecasting technique has a varying popularity in the academic and business world. In the past, users were sceptical about technical trading rules and their performance. This ...
Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data

Cervelló Royo, Roberto Elías; Guijarro Martínez, Francisco; Michniuk, Karolina (Elsevier, 2015-08-15)

This work presents empirical evidence which confronts the classical Efficient Market Hypothesis, which states that it is not possible to beat the market by developing a strategy based on a historical price series. We propose ...

Mostrando ítems 1-3 de 3