RISK ADJUSTED RETURNS AND TECHNICAL TRADING RULES FROM DATA PROJECTION

Marney J.P., Fyfe C. and Tarbert H.

No 53, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Technical Trading; Neural Networks; EMH; Factor Analysis; Independent Components Analysis; Principal Components Analysis; Complexity Pursuit (search for similar items in EconPapers)
JEL-codes: G0 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-cfn, nep-fin, nep-fmk and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:53

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