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JUCS
2010

Detecting Market Trends by Ignoring It, Some Days

8 years 9 months ago
Detecting Market Trends by Ignoring It, Some Days
Abstract: The last k days of trading together tell the financial market trends. It may be inconceivable if we are told to ignore the 3rd, 6th, and 8th day, a priori. We introduce a novel approach to show exactly that — it pays to ignore some fixed days among the recent k days, fixed a priori, in order to minimize risk and maximize profit simultaneously. The theory developed here has direct implications to our common senses on how we should look at the financial market trends. Key Words: optimal spaced seeds, market trend prediction Category: F.0, J.0
Jessie Wenhui Zou, Xiaotie Deng, Ming Li
Added 29 Jan 2011
Updated 29 Jan 2011
Type Journal
Year 2010
Where JUCS
Authors Jessie Wenhui Zou, Xiaotie Deng, Ming Li
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