An Empirical Evaluation of Non-Linear Trading Rules
نویسندگان
چکیده
منابع مشابه
on the effect of linear & non-linear texts on students comprehension and recalling
چکیده ندارد.
15 صفحه اولLinear , non - linear and essential foreign exchange rate prediction with simple technical trading rules
This paper investigates the predictability of spot foreign exchange rate returns from past buy-sell signals of the simple technical trading rules by using the nearest neighbors and the feedforward network regressions. The optimal choices for nearest neighbors, hidden units in a feedforward network and the training set are determined by the cross validation method which minimizes the mean square...
متن کاملAn empirical study of trading agent robustness
We study the empirical behavior of trading agents participating in the Ad-Auction game of the Trading Agent Competition (TAC-AA). Aiming to understand the applicability of optimal trading strategies in synthesized environments to real-life settings, we investigate the robustness of the agents to deviations from the game’s specified environment. Our results indicate that most agents, especially ...
متن کاملnon-linear study of various slit shear walls in steel structures
seismic retrofit strategies have been developed in the past few decades following the introduction of new seismic provisions and the availability of advanced materials and methods. it can be observed that new approaches to deal with more lateral forces are more innovative and more energy absorbent. in line with this, there is a growing trend toward the use of steel shear walls as a system with ...
15 صفحه اولUncertainty of trading rules in currency markets: an application of non-parametric bootstrapping
The problem of measuring the precision of signals generated by fundamental macroeconomic models is not trivial. In this paper, we suggest three different approaches for the estimation of the true and unknown distribution of the population signal. We apply the bootstrapping procedure described by Efron and Tibshirani (Stat. Sci. 1 (1986) 54) to estimate the empirical distribution of the signal a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics & Econometrics
سال: 2003
ISSN: 1558-3708
DOI: 10.2202/1558-3708.1160