Concepedia

Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting

Dimitrios Vezeris, C.J. Schinas, G. Papaschinopoulos

Computational Economics · 2016 · 10 citations · 17 references

Concepts

BusinessBusiness EconomicsFinanceFinancial EconomicsForecastingOptimizationFinancial ForecastingForecast EvaluationOptimization TheoryTime Series ForecastingTime Series PredictionTrading StrategiesDynamic Forecasting ModelsFinancial Time Series ForecastingForecast Horizon OptimizationForecasting Horizon SelectionProfit Forecasting

References

17

EXPERT SYSTEMS WITH APPLICATIONS

Expert Systems with Applications · 2004 · 1.7K citations

Computing, Computer Science, Information Systems +7

Technical analysis of the financial markets: a comprehensive guide to trading methods and applications

Choice Reviews Online · 1999 · 783 citations

Business, Economics, Finance +16

Technical analysis: the complete resource for financial market technicians

Choice Reviews Online · 2011 · 328 citations

Business, Finance, Financial Management +15

An empirical methodology for developing stockmarket trading systems using artificial neural networks

Bruce Vanstone, Gavin Finnie · Expert Systems with Applications · 2008 · 148 citations · Full text

Business, Computer Science, Finance +16

An intelligent short term stock trading fuzzy system for assisting investors in portfolio management

Konstandinos Chourmouziadis, Prodromos Chatzoglou · Expert Systems with Applications · 2015 · 106 citations

Business, Finance, Financial Management +12