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Trading strategy based on dynamic mode decomposition: Tested in Chinese stock market
16 references·1 citing·37 second hop
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
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  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,311 cited
  • 2013Value and Momentum Everywhere2,225 cited
  • 1996Momentum Strategies1,491 cited
  • 2011Time Series Momentum1,484 cited
  • 2005A Test for Superior Predictive Ability1,227 cited
  • 1977Prospect Theory. An Analysis of Decision Making Under Risk865 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1998Aspects of Investor Psychology724 cited
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  • 2002Momentum and Autocorrelation in Stock Returns491 cited
  • 2003Multifractal properties of price fluctuations of stocks and commodities343 cited
  • 1995The profitability of technical trading rules in the Asian stock markets328 cited
  • 1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994

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  • 2017Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures15 cited