Product Information
The main purpose of this book is to resolve deficiencies and limitations that currently exist when using Technical Analysis (TA). Particularly, TA is being used either by academics as an economic test of the weak-form Efficient Market Hypothesis (EMH) or by practitioners as a main or supplementary tool for deriving trading signals. This book approaches TA in a systematic way utilizing all the available estimation theory and tests. This is achieved through the developing of novel rule-based pattern recognizers, and the implementation of statistical tests for assessing the importance of realized returns. More emphasis is given to technical patterns where subjectivity in their identification process is apparent. Our proposed methodology is based on the algorithmic and thus unbiased pattern recognition. The unified methodological framework presented in this book can serve as a benchmark for both future academic studies that test the null hypothesis of the weak-form EMH and for practitioners that want to embed TA within their trading/investment decision making processes.Product Identifiers
PublisherSpringer International Publishing A&G
ISBN-139783319353951
eBay Product ID (ePID)5046656119
Product Key Features
Number of Pages204 Pages
Publication NameTechnical Analysis for Algorithmic Pattern Recognition
LanguageEnglish
SubjectEconomics, Accounting, Government, Finance, Computer Science, Mathematics
Publication Year2016
TypeTextbook
AuthorAchilleas D. Zapranis, Prodromos E. Tsinaslanidis
FormatPaperback
Dimensions
Item Height235 mm
Item Weight3401 g
Additional Product Features
Country/Region of ManufactureSwitzerland
Title_AuthorAchilleas D. Zapranis, Prodromos E. Tsinaslanidis