Dynamical Models of Stock Prices Based on Technical Trading Rules—Part III: Application to Hong Kong Stocks
نویسندگان
چکیده
منابع مشابه
Dynamical Models of Stock Prices Based on Technical Trading Rules Part III: Application to Hong Kong Stocks
In Part III of this paper, we apply the price dynamical model with big buyers and big sellers developed in Part I of this paper to the daily closing data of the top 20 stocks in Hang Seng Index in Hong Kong Stock Exchange. The basic idea is to estimate the strength parameters of the big buyers and the big sellers in the model and make buy/sell decisions based on these parameter estimates. We de...
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ژورنال
عنوان ژورنال: IEEE Transactions on Fuzzy Systems
سال: 2015
ISSN: 1063-6706,1941-0034
DOI: 10.1109/tfuzz.2014.2374193