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Application of MACD and RVI indicators as functions of investment strategy optimization on the financial market
11 references·2 citing·46 second hop
Application of MACD and RVI indicators as functions of investment strategy optimization on the financial market (2009)Application of MACD and RVI indicators as…Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008)Technical analysis and the Lo…Adaptive use of technical indicators for the prediction of intra-day stock prices (2007)Adaptive use of technical ind…Technical Analysis: Power Tools for Active Investors (2005)Technical Analysis: Power Too…Technical Analysis and Liquidity Provision (2004)Technical Analysis and Liquid…Essential Technical Analysis: Tools and Techniques to Spot Market Trends (2002)Essential Technical Analysis:…Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…Optimization of technical trading strategies and the profitability in security markets (1998)Optimization of technical tra…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Predicting stock market index using LSTM (2022)Predicting stock market index…Optimization of MACD and RSI indicators: An Empirical Study of Indian Equity Market for Profitable Investment Decisions (2015)Optimization of MACD and RSI …On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Differences of Opinion Make a Horse Race (1993)Price Momentum and Trading Volume (2000)Learning to Be Overconfident (2001)The Behavior of Stock-Market Prices (1965)The use of technical analysis in the foreign exchange market (1992)Investor sentiment, trading behavior and stock returns (2016)Stock Closing Price Prediction using Machine Learning Techniques (2020)The Cross-Section of Expected Stock Returns (1992)Contrarian Investment, Extrapolation, and Risk (1994)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Breadth of ownership and stock returns (2002)The market for borrowing stock (2002)From Efficient Markets Theory to Behavioral Finance (2003)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)A test for independence based on the correlation dimension (1996)Are Investors Reluctant to Realize Their Losses? (1998)The Econometrics of Financial Markets (1997)Are there exploitable inefficiencies in the futures market for oil? (2005)The use of data mining and neural networks for forecasting stock market returns (2005)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)The Econometrics of Financial Markets (2012)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Efficient Market Hypothesis and Its Critics (2003)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Efficient Capital Markets: II (1991)A model of investor sentiment / (1997)Limit Order Book as a Market for Liquidity (2005)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Deep learning with long short-term memory networks for financial market predictions (2017)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Financial applications of machine learning: A literature review (2023)Forecasting Stock Market Indices Using the Recurrent Neural Network Based Hybrid Models: CNN-LSTM, GRU-CNN, and Ensemble Models (2023)Real-time forecasting of time series in financial markets using sequentially trained dual-LSTMs (2023)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Financial time series forecasting using support vector machines (2003)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Predicting bitcoin returns using high-dimensional technical indicators (2018)Predicting the direction of stock market prices using tree-based classifiers (2018)Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators (2021)
this work references cited by second hop

References

  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,311 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,154 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications773 cited
  • 2008Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30220 cited
  • 2005Technical Analysis: Power Tools for Active Investors200 cited
  • 2004Technical Analysis and Liquidity Provision140 cited
  • 1998Optimization of technical trading strategies and the profitability in security markets138 cited
  • 2007Adaptive use of technical indicators for the prediction of intra-day stock prices73 cited
  • 2002Essential Technical Analysis: Tools and Techniques to Spot Market Trends32 cited

Cited by

  • 2022Predicting stock market index using LSTM370 cited
  • 2015Optimization of MACD and RSI indicators: An Empirical Study of Indian Equity Market for Profitable Investment Decisions15 cited

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