Optimal Combination of Trading Rules Using Neural Networks
نویسندگان
چکیده
منابع مشابه
Optimal Combination of Trading Rules Using Neural Networks
A large number of trading rules based on technical analysis of prices are being used by investing community for generating trading signals for short term investments. As profitability of these trading rules vary, it is not easy to judge which particular rule really ‘works’. Instead of a single trading rule, combination of rules are likely to offer the portfolio benefits of better risk adjusted ...
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ژورنال
عنوان ژورنال: International Business Research
سال: 2009
ISSN: 1913-9012,1913-9004
DOI: 10.5539/ibr.v2n1p86