11 search results - page 1 / 3 » Kernel price pattern trading |
APIN
2008
13 years 4 months ago
2008
Abstract A new approach to algorithmic trading system development is presented. This approach, Kernel Price Pattern Trading (KPPTP ), allows the practitioner to link the performanc...
TSMC
2008
13 years 4 months ago
2008
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
IDEAL
2004
Springer
13 years 10 months ago
2004
Springer
We study a stock trading method based on dynamic bayesian networks to model the dynamics of the trend of stock prices. We design a three level hierarchical hidden Markov model (HHM...
JMLR
2010
12 years 11 months ago
2010
Simple features constructed from order book data for the EURUSD currency pair were used to construct a set of kernels. These kernels were used both individually and simultaneously...
MKTSCI
2010
13 years 3 months ago
2010
A common theme in the marketing literature is the acquisition and retention of customers as they trade-up from inexpensive, introductory offerings to those of higher quality. We e...