Πλοήγηση ανά Θέμα "Financial markets"
Αποτελέσματα 1-6 από 6
-
Bubble detection in Greek Stock Market: A DS-LPPLS model approach
(2022)Upfront bubble detection is one of the holy grails in Financial Markets. In the present paper, in order to archive this goal, we consider two different methods based on the Log Periodic Power Law. We implement this early ... -
Can genetic algorithms improve trading decisions in financial markets?
(2005)Over the last years, trading systems are widely used for market assessment however parameter optimization of these systems has adopted little concern. This paper, paper provides an answer to the question Can Genetic ... -
Energy commodities: A review of optimal hedging strategies
(2019)Energy is considered as a commodity nowadays and continuous access along with price stability is of vital importance for every economic agent worldwide. The aim of the current review paper is to present in detail the two ... -
Fuzzy cognitive maps and multi-step gradient methods for prediction: Applications to electricity consumption and stock exchange returns
(2015)The paper focuses on the application of fuzzy cognitive map (FCM) with multi-step learning algorithms based on gradient method and Markov model of gradient for prediction tasks. Two datasets were selected for the implementation ... -
Improving technical trading systems by using a new MATLAB-based genetic algorithm procedure
(2007)Recent studies in financial markets suggest that technical analysis can be a very useful tool in predicting the trend. Trading systems are widely used for market assessment; however, parameter optimization of these systems ... -
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market
(2011)An expanding body of literature has investigated the economic impact of terrorist attacks. A part of this literature has focused on financial markets. We examine three research questions: whether markets' reactions to ...