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New Trading Systems and Methods
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New Trading Systems and Methods (2005)New Trading Systems and MethodsA pairs trading strategy based on linear state space models and the Kalman filter (2016)A pairs trading strategy base…Moving Averages for Financial Data Smoothing (2013)Moving Averages for Financial…Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction (2012)Multiple Kernel Learning with…A mathematical proof of the existence of trends in financial time series (2009)A mathematical proof of the e…The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)On the Impossibility of Informationally Efficient Markets (1980)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using support vector machines (2003)Is smarter better? A comparison of adaptive, and simple moving average trading strategies (2005)Stock trading with cycles: A financial application of ANFIS and reinforcement learning (2010)Technical analysis: the complete resource for financial market technicians (2011)OPTIMISING THE SMOOTHNESS AND ACCURACY OF MOVING AVERAGE FOR STOCK PRICE DATA (2018)AEI-DNET: A Novel DenseNet Model with an Autoencoder for the Stock Market Predictions Using Stock Technical Indicators (2022)Hidden Markov guided Deep Learning models for forecasting highly volatile agricultural commodity prices (2024)The arbitrage theory of capital asset pricing (1976)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Brownian Motion and Stochastic Calculus (2007)A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility (2020)
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  • 2013Moving Averages for Financial Data Smoothing60 cited
  • 2016A pairs trading strategy based on linear state space models and the Kalman filter31 cited
  • 2012Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction29 cited
  • 2009A mathematical proof of the existence of trends in financial time series27 cited

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