Technical analysis and financial asset forecasting: From simple tools to advanced techniques
Research book or monograph (author)

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其它資訊
摘要Technical analysis is defined as the tracking and prediction of asset price movements using charts and graphs in combination with various mathematical and statistical methods. More precisely, it is the quantitative criteria used in predicting the relative strength of buying and selling forces within a market to determine what to buy, what to sell, and when to execute trades. This book introduces simple technical analysis tools like moving averages and Bollinger bands, and also advanced techniques such as wavelets and empirical mode decomposition. It first discusses some traditional tools in technical analysis, such as trend, trend Line, trend channel, Gann's Theory, moving averages, and Bollinger bands. It then introduces a recent indicator developed for stock market and two recent techniques used in the technical analysis field: wavelets and the empirical mode decomposition in financial time series. The book also discusses the theory to test the performance of the indicators and introduces the MATLAB Financial Toolbox, some of the functions/codes of which are used in our numerical experiments.
著者Chan R.H.F., Lee S.T.H., Wong W.-K.
詳細描述To ORKTS: ISBN-10: 9814436240
出版年份2014
月份1
日期1
頁次1 - 182
國際標準書號9789814436250
語言英式英語

上次更新時間 2020-19-10 於 01:39